Global optimization of univariate Lipschitz functions. II: New algorithms and computational comparison

DOI10.1007/BF01581203zbMath0825.90756OpenAlexW2075925627MaRDI QIDQ1198733

Shi Hui Lu, Pierre Hansen, Brigitte Jaumard

Publication date: 16 January 1993

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01581203

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (27)

Finding maximum likelihood estimators for the three-parameter Weibull distribution ⋮ Best practices for comparing optimization algorithms ⋮ Safe global optimization of expensive noisy black-box functions in the \(\delta \)-Lipschitz framework ⋮ Towards pure adaptive search ⋮ \(\alpha BB\): A global optimization method for general constrained nonconvex problems ⋮ On Hölder global optimization method using piecewise affine bounding functions ⋮ Global optimization method with numerically calculated function derivatives ⋮ Benchmarking nonlinear optimization software in technical computing environments ⋮ On Acceleration of Derivative-Free Univariate Lipschitz Global Optimization Methods ⋮ An information global minimization algorithm using the local improvement technique ⋮ Optimal estimation of univariate black-box Lipschitz functions with upper and lower error bounds. ⋮ Sequential and parallel algorithms for global minimizing functions with Lipschitzian derivatives ⋮ Lipschitz minorants of Brownian motion and Lévy processes ⋮ On Timonov's algorithm for global optimization of univariate Lipschitz functions ⋮ Globally convergent optimization algorithms on Riemannian manifolds: Uniform framework for unconstrained and constrained optimization ⋮ A global minimization algorithm for Lipschitz functions ⋮ A new global optimization method for univariate constrained twice-differentiable NLP problems ⋮ Global optimization of univariate Lipschitz functions. I: Survey and properties ⋮ Optimum departure times for commuters in congested networks ⋮ An Adapted Branch and Bound Algorithm for Approximating Real Root of a Ploynomial ⋮ Global optimization requires global information ⋮ Convex quadratic underestimation and Branch and Bound for univariate global optimization with one nonconvex constraint ⋮ Novel global optimization algorithm with a space-filling curve and integral function ⋮ New properties and computational improvement of the GOP algorithm for problems with quadratic objective functions and constraints ⋮ Multidimensional global optimization using numerical estimates of objective function derivatives ⋮ On using estimates of Lipschitz constants in global optimization ⋮ Cord-slope form of Taylor's expansion in univariate global optimization

Uses Software

• BRENT

Cites Work

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