Steklov regularization and trajectory methods for univariate global optimization (Q2301181)

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    Steklov regularization and trajectory methods for univariate global optimization
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      Steklov regularization and trajectory methods for univariate global optimization (English)
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      28 February 2020
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      The authors propose a trajectory-based algorithm, using the Steklov regularization function for finding a global minimizer of univariate coercive functions. For monic quartic polynomials, they prove that this trajectory generates a global minimizer. In the process, some properties of quartic polynomials are derived. Comparisons are made with a previous approach which uses a quadratic regularization function. The authors carry out numerical experiments to illustrate the working of the new method on polynomials of various degree as well as a non-polynomial function.
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      global optimization
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      mean filter
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      Steklov smoothing
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      Steklov regularization
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      scale-shift invariance
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      trajectory methods
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