Global optimization of univariate Lipschitz functions. I: Survey and properties
This paper and its sequel provide a timely synthesis of known (and new) results about the optimization of a Lipschitz continuous function \(f\) of a single variable. The authors carefully specify the raw problem, that for finding both the globally optimal value and a corresponding point, together with four variations. Necessary conditions on \(f\) for finite convergence in certain of the problem types are given. Uniform and simplified descriptions of the algorithms of Evtuschenko, Piyavskii and Shubert, Timonov, Schoen, Galperin and Shen, and Zhu are presented. In order to compare such algorithms, two extreme algorithm types are introduced: a passive algorithm (involving a systematic grid search from one end of the domain to the other) and a best possible algorithm (using the minimum number of evaluation points). Amidst the many interesting results of the paper, it is shown for example that the algorithms of Timonov and Schoen never require more evaluations than does the passive algorithm. On the other hand, the Piyavskii-Shubert algorithm is shown to never require more evaluations than one more than four times the best possible figure. [For Part II see the following review].
- Global optimization of univariate Lipschitz functions. II: New algorithms and computational comparison
- scientific article; zbMATH DE number 757681
- An algorithm for global optimization of Lipschitz continuous functions
- On Timonov's algorithm for global optimization of univariate Lipschitz functions
- scientific article; zbMATH DE number 617933
- A general class of branch-and-bound methods in global optimization with some new approaches for concave minimization
- A Sequential Method Seeking the Global Maximum of a Function
- An algorithm for finding the absolute extremum of a function
- An algorithm for finding the global maximum of a multimodal, multivariate function
- An algorithm for global optimization of Lipschitz continuous functions
- An interval version of Shubert's iterative method for the localization of the global maximum
- Bounds for min-max heaps
- Branch- and bound algorithms for solving global optimization problems with Lipschitzian structure
- Determination of the roots and of the global extremum of a lipschitz function
- Estimation of the efficiency of an absolute-minimum-finding algorithm
- Extended univariate algorithms for n-dimensional global optimization
- Global minimization of univariate functions by sequential polynomial approximation
- Global optimization of univariate Lipschitz functions. II: New algorithms and computational comparison
- Global optimization on convex sets
- Globally convergent methods for n-dimensional multiextremal optimization
- scientific article; zbMATH DE number 3628741 (Why is no real title available?)
- scientific article; zbMATH DE number 3388498 (Why is no real title available?)
- Iterative Methods for the Localization of the Global Maximum
- Min-max heaps and generalized priority queues
- Numerical methods for finding global extrema (Case of a non-uniform mesh)
- On a sequential search strategy in global optimization problems
- On the convergence of global methods in multiextremal optimization
- On the Number of Iterations of Piyavskii's Global Optimization Algorithm
- On Timonov's algorithm for global optimization of univariate Lipschitz functions
- On using estimates of Lipschitz constants in global optimization
- Optimum departure times for commuters in congested networks
- Outer approximation algorithm for nondifferentiable optimization problems
- Precision, complexity, and computational schemes of the cubic algorithms
- The Beta-algorithm
- The cubic algorithm
- The search for a global maximum of a function of several variables in a set specified by constraints of the inequality type
- Uncapacitated Plant Location Under Alternative Spatial Price Policies
- A univariate global search working with a set of Lipschitz constants for the first derivative
- On Timonov's algorithm for global optimization of univariate Lipschitz functions
- Unconstrained and constrained global optimization of polynomial functions in one variable
- Convergence qualification of adaptive partition algorithms in global optimization
- Global optimization of univariate Lipschitz functions. II: New algorithms and computational comparison
- A multi-local optimization algorithm
- Global one-dimensional optimization using smooth auxiliary functions
- Extension of Piyavskii's algorithm to continuous global optimization
- New properties and computational improvement of the GOP algorithm for problems with quadratic objective functions and constraints
- On using estimates of Lipschitz constants in global optimization
- Finding maximum likelihood estimators for the three-parameter Weibull distribution
- Optimal estimation of univariate black-box Lipschitz functions with upper and lower error bounds.
- Finding all solutions of nonlinearly constrained systems of equations
- An adaptive stochastic global optimization algorithm for one-dimensional functions
- Towards pure adaptive search
- \(\alpha BB\): A global optimization method for general constrained nonconvex problems
- An algorithm for solving global optimization problems with nonlinear constraints
- Novel local tuning techniques for speeding up one-dimensional algorithms in expensive global optimization using Lipschitz derivatives
- Optimum departure times for commuters in congested networks
- Knapsack problems with sigmoid utilities: approximation algorithms via hybrid optimization
- Lipschitz minorants of Brownian motion and Lévy processes
- A global minimization algorithm for Lipschitz functions
- Optimal algorithms for global optimization in case of unknown Lipschitz constant
- A global optimization approach for solving non-monotone variational inequality problems
- On the worst-case optimal multi-objective global optimization
- On the Number of Iterations of Piyavskii's Global Optimization Algorithm
- scientific article; zbMATH DE number 617932 (Why is no real title available?)
- scientific article; zbMATH DE number 617933 (Why is no real title available?)
- Univariate geometric Lipschitz global optimization algorithms
- scientific article; zbMATH DE number 2145261 (Why is no real title available?)
- scientific article; zbMATH DE number 757681 (Why is no real title available?)
- On convergence of "divide the best" global optimization algorithms
- Solving infinite horizon optimization problems through analysis of a one-dimensional global optimization problem
- Planning of life-depleting preventive maintenance activities with replacements
- Certified multifidelity zeroth-order optimization
- Globally convergent optimization algorithms on Riemannian manifolds: Uniform framework for unconstrained and constrained optimization
- A nonsmooth version of the univariate optimization algorithm for locating the nearest extremum (locating extremum in nonsmooth univariate optimization)
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