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 optimizationLipschitz continuous functionsnondifferentiable optimizationsequence of lower bounds

Mathematics Subject Classification ID

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

Review text

An algorithm is presented which locates the global minimum or maximum of a function satisfying a Lipschitz condition. The algorithm uses lower bound functions defined on a partitioned domain to generate a sequence of lower bounds for the global minimum. Convergence is proved, and some numerical results are presented.

Recommendations

• A global minimization algorithm for Lipschitz functions
• scientific article; zbMATH DE number 27250
• Global optimization of univariate Lipschitz functions. II: New algorithms and computational comparison
• Optimal algorithms for global optimization in case of unknown Lipschitz constant
• A global optimization algorithm for multivariate functions with Lipschitzian first derivatives
• scientific article; zbMATH DE number 22691
• scientific article; zbMATH DE number 617933
• A branch and bound algorithm for the global optimization of Hessian Lipschitz continuous functions
• Global optimization under Lipschitzian constraints
• scientific article; zbMATH DE number 617932

Cites work

• A Sequential Method Seeking the Global Maximum of a Function
• An algorithm for finding the absolute extremum of a function
• scientific article; zbMATH DE number 3524911 (Why is no real title available?)
• scientific article; zbMATH DE number 3238721 (Why is no real title available?)
• 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

(36)

• A univariate global search working with a set of Lipschitz constants for the first derivative
• Efficient domain partitioning algorithms for global optimization of rational and Lipschitz continuous functions
• The complexity of the computation of a global minimum in certain classes of optimization problems
• An analytical approach to global optimization
• Convergence qualification of adaptive partition algorithms in global optimization
• Global optimization of univariate Lipschitz functions. I: Survey and properties
• An application of Lipschitzian global optimization to product design
• Extension of Piyavskii's algorithm to continuous global optimization
• On the investigation of the practical convergence of an algorithm of global optimization
• On using estimates of Lipschitz constants in global optimization
• 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
• The alpha algorithm and the application of the cubic algorithm in case of unknown Lipschitz constant
• New LP bound in multivariate Lipschitz optimization: Theory and applications
• A partition-based global optimization algorithm
• Stochastic Lipschitz dynamic programming
• Global optimization method with dual Lipschitz constant estimates for problems with non-convex constraints
• A global minimization algorithm for Lipschitz functions
• scientific article; zbMATH DE number 4162678 (Why is no real title available?)
• Search for a global extremum in a certain subclass of functions with the Lipschitz condition
• Global optimization under Lipschitzian constraints
• Branch- and bound algorithms for solving global optimization problems with Lipschitzian structure
• scientific article; zbMATH DE number 4062842 (Why is no real title available?)
• scientific article; zbMATH DE number 27250 (Why is no real title available?)
• scientific article; zbMATH DE number 617932 (Why is no real title available?)
• scientific article; zbMATH DE number 617933 (Why is no real title available?)
• scientific article; zbMATH DE number 702047 (Why is no real title available?)
• scientific article; zbMATH DE number 1921317 (Why is no real title available?)
• A deterministic algorithm for global optimization
• scientific article; zbMATH DE number 2145261 (Why is no real title available?)
• scientific article; zbMATH DE number 2145268 (Why is no real title available?)
• On a global optimization algorithm for bivariate smooth functions
• Lipschitz continuity and the termination of interval methods for global optimization
• Global optimization method of multivariate non-Lipschitz functions using tangent minorants
• Data-efficient global extremum seeking framework for constrained optimization of nonlinear dynamical systems
• Global optimization of expensive black box functions using potential Lipschitz constants and response surfaces
• Infeasibility spheres for finding robust solutions of blending problems with quadratic constraints

This page was built for publication: An algorithm for global optimization of Lipschitz continuous functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1090241)