An algorithm for global optimization of Lipschitz continuous functions

DOI10.1007/BF00938542MaRDI QIDQ1090241zbMATH OpenFDO

Authors C. C. Meewella, D. Q. Mayne

Publication date 1988

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00938542

zbMATH Keywords

global optimizationnondifferentiable optimizationLipschitz continuous functionssequence of lower bounds

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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Cites work

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• An algorithm for finding the absolute extremum of a function
• Inclusion functions and global optimization
• Numerical methods for finding global extrema (Case of a non-uniform mesh)
• On Descent from Local Minima
• Outer approximation algorithm for nondifferentiable optimization problems
• Widely Convergent Method for Finding Multiple Solutions of Simultaneous Nonlinear Equations

Cited in

(32)

• A univariate global search working with a set of Lipschitz constants for the first derivative
• Global optimization of univariate Lipschitz functions. I: Survey and properties
• Efficient domain partitioning algorithms for global optimization of rational and Lipschitz continuous functions
• scientific article; zbMATH DE number 2145268 (Why is no real title available?)
• On the investigation of the practical convergence of an algorithm of global optimization
• Infeasibility spheres for finding robust solutions of blending problems with quadratic constraints
• Global optimization under Lipschitzian constraints
• scientific article; zbMATH DE number 4162678 (Why is no real title available?)
• Stochastic Lipschitz dynamic programming
• Branch- and bound algorithms for solving global optimization problems with Lipschitzian structure
• scientific article; zbMATH DE number 2145261 (Why is no real title available?)
• Convergence qualification of adaptive partition algorithms in global optimization
• Global optimization method of multivariate non-Lipschitz functions using tangent minorants
• The alpha algorithm and the application of the cubic algorithm in case of unknown Lipschitz constant
• A global minimization algorithm for Lipschitz functions
• An analytical approach to global optimization
• On using estimates of Lipschitz constants in global optimization
• A deterministic algorithm for global optimization
• Data-efficient global extremum seeking framework for constrained optimization of nonlinear dynamical systems
• A partition-based global optimization algorithm
• A new global optimization method for a symmetric Lipschitz continuous function and the application to searching for a globally optimal partition of a one-dimensional set
• On a global optimization algorithm for bivariate smooth functions
• scientific article; zbMATH DE number 1921317 (Why is no real title available?)
• scientific article; zbMATH DE number 4062842 (Why is no real title available?)
• scientific article; zbMATH DE number 617933 (Why is no real title available?)
• The complexity of the computation of a global minimum in certain classes of optimization problems
• An application of Lipschitzian global optimization to product design
• Search for a global extremum in a certain subclass of functions with the Lipschitz condition
• New LP bound in multivariate Lipschitz optimization: Theory and applications
• Global optimization method with dual Lipschitz constant estimates for problems with non-convex constraints
• Global optimization of expensive black box functions using potential Lipschitz constants and response surfaces
• Lipschitz continuity and the termination of interval methods for global optimization

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