Global optimization in problems with uncertainties: the gamma algorithm.

DOI10.1016/S0898-1221(02)00198-0zbMath1042.90040OpenAlexW2076472168MaRDI QIDQ1416293

Efim A. Galperin

Publication date: 14 December 2003

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0898-1221(02)00198-0

zbMATH Keywords

double optimalityglobal optimization under certainty

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Nonlinear programming (90C30)

Related Items (5)

MAPLE code of gamma algorithm for global optimization of uncertain functions over compact robust sets ⋮ Non-causal models in long term planning via set contractive optimal control methods ⋮ MAPLE code for the gamma algorithm for global optimization of uncertain functions in economy and finance ⋮ Synthetic realization approach to fuzzy global optimization via gamma algorithm ⋮ One-dimensional global optimization for observations with noise

Cites Work

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• The cubic algorithm
• Precision, complexity, and computational schemes of the cubic algorithms
• Numerical experiments with one-dimensional adaptive cubic algorithm
• The alpha algorithm and the application of the cubic algorithm in case of unknown Lipschitz constant
• The fast cubic algorithm

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