Global minimization algorithms for Hölder functions (Q1599138)
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scientific article; zbMATH DE number 1749887
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| English | Global minimization algorithms for Hölder functions |
scientific article; zbMATH DE number 1749887 |
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Global minimization algorithms for Hölder functions (English)
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23 January 2003
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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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numerical examples
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Piyavskij method
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global optimization
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algorithm
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0.9000054001808167
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0.889786958694458
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0.8809610605239868
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0.8671289682388306
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0.791411280632019
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