Multidimensional global optimization using the first derivatives

MaRDI QIDQ5932932zbMATH OpenFDO

Authors Yaroslav D. Sergeyev

Publication date 19 June 2001

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

characteristics of multidimensional intervalsglobal optimizationlocal Lipschitz constantspartitioning scheme

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Recommendations

• A global optimization algorithm for multivariate functions with Lipschitzian first derivatives
• scientific article; zbMATH DE number 1058962
• scientific article; zbMATH DE number 1795727
• Lipschitz gradients for global optimization in a one-point-based partitioning scheme
• Global Search Based on Efficient Diagonal Partitions and a Set of Lipschitz Constants

Cited in

(7)

• A global optimization algorithm for multivariate functions with Lipschitzian first derivatives
• Globalizer: a novel supercomputer software system for solving time-consuming global optimization problems
• On convergence rate of a rectangular partition based global optimization algorithm
• On the least-squares fitting of data by sinusoids
• Multidimensional Global Search Using Numerical Estimations of Minimized Function Derivatives and Adaptive Nested Optimization Scheme
• On deterministic diagonal methods for solving global optimization problems with Lipschitz gradients
• Multidimensional global optimization using numerical estimates of objective function derivatives

This page was built for publication: Multidimensional global optimization using the first derivatives

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5932932)