On Timonov's algorithm for global optimization of univariate Lipschitz functions

DOI10.1007/BF00120664MaRDI QIDQ1177913zbMATH OpenOpenAlexFDO

Authors Pierre Hansen, Brigitte Jaumard, Shi Hui Lu

Publication date 26 June 1992

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00120664

zbMATH Keywords

global maximizationunivariate Lipschitz function

Mathematics Subject Classification ID

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

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Cites work

• A Sequential Method Seeking the Global Maximum of a Function
• An algorithm for finding the absolute extremum of a function
• Best sequential search strategies for finding an extremum
• Global optimization of univariate Lipschitz functions. I: Survey and properties
• Global optimization of univariate Lipschitz functions. II: New algorithms and computational comparison
• On a sequential search strategy in global optimization problems

Cited in

(9)

• A univariate global search working with a set of Lipschitz constants for the first derivative
• Global optimization of univariate Lipschitz functions. I: Survey and properties
• Optimal estimation of univariate black-box Lipschitz functions with upper and lower error bounds.
• A new sampling method in the DIRECT algorithm
• Algorithms for multi-extremal mathematical programming problems employing the set of joint space-filling curves
• scientific article; zbMATH DE number 617933 (Why is no real title available?)
• Unconstrained and constrained global optimization of polynomial functions in one variable
• Global optimization of univariate Lipschitz functions. II: New algorithms and computational comparison
• An algorithm for finding the global maximum of a multimodal, multivariate function

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