Numerical experiments with one-dimensional adaptive cubic algorithm

DOI10.1016/0898-1221(93)90280-9MaRDI QIDQ1802495zbMATH OpenOpenAlexFDO

Authors A. Ferrari, E. A. Galperin

Publication date 21 July 1993

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(93)90280-9

zbMATH Keywords

cubic algorithmglobal optimizationunivariate Lipschitz continuous function

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Nonlinear programming (90C30)

Review text

A one-dimensional version of the cubic algorithm for global optimization, developed by one of the authors, F. A. Galperin, is studied and tested computationally. It is demonstrated that the algorithm is applicable for an univariate Lipschitz continuous function over a closed interval.

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Cited in

(11)

• Synthetic realization approach to fuzzy global optimization via gamma algorithm
• Global optimization in problems with uncertainties: the gamma algorithm.
• Optimization of implicitly defined functions.
• Extremal problems on probability distributions
• Application of global optimization and radial basis functions to numerical solutions of weakly singular Volterra integral equations
• The cubic algorithm for global optimization with box and equality constraints and application to the optimal allocation of resources
• The resolution of close minima
• The alpha algorithm and the application of the cubic algorithm in case of unknown Lipschitz constant
• The fast cubic algorithm
• Pseudorandom lattices for global optimization
• Non-causal models in long term planning via set contractive optimal control methods

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