Global optimization of Hölder functions

DOI10.1007/BF02403997zbMath0848.90110OpenAlexW2319101550MaRDI QIDQ1918982

Brigitte Jaumard, Eric Gourdin, Rachid Ellaia

Publication date: 23 July 1996

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02403997

zbMATH Keywords

branch-and-boundproof of convergencePiyavskij's algorithmglobal optimization of unconstrained Hölder functionsunivariate Lipschitz functions

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (13)

On Hölder global optimization method using piecewise affine bounding functions ⋮ Convergence conditions and numerical comparison of global optimization methods based on dimensionality reduction schemes ⋮ Numerical methods using two different approximations of space-filling curves for black-box global optimization ⋮ Unnamed Item ⋮ New quadratic lower bound for multivariate functions in global optimization ⋮ Generating $\alpha $-dense curves in non-convex sets to solve a class of non-smooth constrained global optimization ⋮ A global minimization algorithm for Lipschitz functions ⋮ GOSH: derivative-free global optimization using multi-dimensional space-filling curves ⋮ Solving infinite horizon optimization problems through analysis of a one-dimensional global optimization problem ⋮ A new extension of Piyavskii's method to Hölder functions of several variables ⋮ Deterministic global optimization using space-filling curves and multiple estimates of Lipschitz and Hölder constants ⋮ Convex quadratic underestimation and Branch and Bound for univariate global optimization with one nonconvex constraint ⋮ A branch and bound algorithm for Holder bi-objective optimization. Implementation to multidimensional optimization

Cites Work

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• An algorithm for finding the absolute extremum of a function
• On Descent from Local Minima

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