Global minimization algorithms for Hölder functions

DOI10.1023/A:1021926320198MaRDI QIDQ1599138zbMATH OpenOpenAlexFDO

Authors Daniela Lera, Yaroslav D. Sergeyev

Publication date 23 January 2003

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1021926320198

zbMATH Keywords

algorithmglobal optimizationnumerical examplesPiyavskij method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

The one-dimensional global optimization problem \(\min\{f(x):x\in [a,b]\}\) is considered where the function \(f(x)\) satisfies the Hölder condition \(|f(x)- f(y)|\leq h|x-y|^{1/N}\). A new scheme for the method of \textit{S. A. Piyavskij} [U.S.S.R. Comput Math. Math. Phys. 12(1972), No. 4, 57-67 (1973; Zbl 0282.65052)] is proposed and three algorithms are given. Numerical tests are presented.

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Cited in

(14)

• GOSH: derivative-free global optimization using multi-dimensional space-filling curves
• Global optimization of Hölder functions
• An adaptive univariate global optimization algorithm and its convergence rate for twice continuously differentiable functions
• An information global minimization algorithm using the local improvement technique
• Convergence conditions and numerical comparison of global optimization methods based on dimensionality reduction schemes
• A new extension of Piyavskii's method to Hölder functions of several variables
• Generating -dense curves in non-convex sets to solve a class of non-smooth constrained global optimization
• On Hölder global optimization method using piecewise affine bounding functions
• Global optimization method of multivariate non-Lipschitz functions using tangent minorants
• Numerical methods using two different approximations of space-filling curves for black-box global optimization
• Determining solution set of nonlinear inequalities using space-filling curves for finding working spaces of planar robots
• Efficient global optimization of multivariate functions with unknown Hölder constants via -dense curves
• Deterministic global optimization using space-filling curves and multiple estimates of Lipschitz and Hölder constants
• Lipschitz and Hölder global optimization using space-filling curves

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