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)

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

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

(31)

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

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