Accelerations for a variety of global optimization methods
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This paper studies acceleration techniques for a class of deterministic algorithms for global optimization. The acceleration techniques are applicable if the functions to be minimized have certain smoothness properties. They use the Lipschitz constant of the function and derivative information to construct better lower envelopes for the function. The acceleration techniques are derived from a geometric viewpoint. Numerical tests are performed, which compare the original algorithm and its accelerated version.
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- Acceleration of univariate global optimization algorithms working with Lipschitz functions and Lipschitz first derivatives
Cites work
- A deterministic algorithm for global optimization
- A Sequential Method Seeking the Global Maximum of a Function
- An algorithm for finding the absolute extremum of a function
- An algorithm for finding the global maximum of a multimodal, multivariate function
- Customizing methods for global optimization -- a geometric viewpoint
- Multidimensional bisection applied to global optimisation
- The bisection method in higher dimensions
Cited in
(14)- Global one-dimensional optimization using smooth auxiliary functions
- Accelerations for global optimization covering methods using second derivatives
- Accelerating optimization by tracing valley
- The impact of accelerating tools on the interval subdivision algorithm for global optimization
- Sequential and parallel algorithms for global minimizing functions with Lipschitzian derivatives
- An approach for simultaneous finding of multiple efficient decisions in multi-objective optimization problems
- Objective acceleration for unconstrained optimization
- scientific article; zbMATH DE number 1268598 (Why is no real title available?)
- On convergence of "divide the best" global optimization algorithms
- Multidimensional global optimization using numerical estimates of objective function derivatives
- Efficient strategy for adaptive partition of N-dimensional intervals in the framework of diagonal algorithms
- On Hölder global optimization method using piecewise affine bounding functions
- Global optimization method with numerically calculated function derivatives
- Two acceleration mechanisms in verified global optimization
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