On the Number of Iterations of Piyavskii's Global Optimization Algorithm

DOI10.1287/MOOR.16.2.334MaRDI QIDQ3978619zbMATH OpenOpenAlexFDO

Authors

Publication date 25 June 1992

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.16.2.334

zbMATH Keywords

\(\varepsilon\)-optimal valueglobal optimizationLipschitz functionPiyavskij's algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Nonlinear programming (90C30) Abstract computational complexity for mathematical programming problems (90C60)

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(14)

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• Extension of Piyavskii's algorithm to continuous global optimization
• On using estimates of Lipschitz constants in global optimization
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• Optimally adaptive integration of univariate Lipschitz functions
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