Local tuning and partition strategies for diagonal GO methods
From MaRDI portal
Publication:1402152
DOI10.1007/S00211-002-0419-8zbMATH Open1056.65059arXiv1103.3665OpenAlexW2963378486MaRDI QIDQ1402152FDOQ1402152
Authors: Dmitri E. Kvasov, Clara Pizzuti, Yaroslav D. Sergeyev 
Publication date: 19 August 2003
Published in: Numerische Mathematik (Search for Journal in Brave)
Abstract: In this paper, global optimization (GO) Lipschitz problems are considered where the multi-dimensional multiextremal objective function is determined over a hyperinterval. An efficient one-dimensional GO method using local tuning on the behavior of the objective function is generalized to the multi-dimensional case by the diagonal approach using two partition strategies. Global convergence conditions are established for the obtained diagonal geometric methods. Results of a wide numerical comparison show a strong acceleration reached by the new methods working with estimates of the local Lipschitz constants over different subregions of the search domain in comparison with the traditional approach.
Full work available at URL: https://arxiv.org/abs/1103.3665
Recommendations
- A one-dimensional local tuning algorithm for solving GO problems with partially defined constraints
- Parallel information algorithm with local tuning for solving multidimensional GO problems
- Global Search Based on Efficient Diagonal Partitions and a Set of Lipschitz Constants
- Publication:4870332
- Parallel local search
- Efficient strategy for adaptive partition of N-dimensional intervals in the framework of diagonal algorithms
- Balancing global and local search in parallel efficient global optimization algorithms
- Fine-Tuning of Algorithms Using Fractional Experimental Designs and Local Search
- scientific article; zbMATH DE number 1256747
global optimizationnumerical resultsalgorithmglobal convergencebisection strategydiagonal methodshyperinterval
Cited In (29)
- Globally-biased disimpl algorithm for expensive global optimization
- Acceleration of Global Search by Implementing Dual Estimates for Lipschitz Constant
- Deterministic global optimization using space-filling curves and multiple estimates of Lipschitz and Hölder constants
- GOSH: derivative-free global optimization using multi-dimensional space-filling curves
- Multiextremal Optimization in Feasible Regions with Computable Boundaries on the Base of the Adaptive Nested Scheme
- Global optimization based on bisection of rectangles, function values at diagonals, and a set of Lipschitz constants
- On deterministic diagonal methods for solving global optimization problems with Lipschitz gradients
- On the search of the shape parameter in radial basis functions using univariate global optimization methods
- The DIRECT algorithm: 25 years later
- On Acceleration of Derivative-Free Univariate Lipschitz Global Optimization Methods
- Derivative-free local tuning and local improvement techniques embedded in the univariate global optimization
- Convergence conditions and numerical comparison of global optimization methods based on dimensionality reduction schemes
- Parallel information algorithm with local tuning for solving multidimensional GO problems
- Multidimensional Lipschitz global optimization based on efficient diagonal partitions
- Adaptive nested optimization scheme for multidimensional global search
- Lipschitz gradients for global optimization in a one-point-based partitioning scheme
- MSO: a framework for bound-constrained black-box global optimization algorithms
- Efficient strategy for adaptive partition of N-dimensional intervals in the framework of diagonal algorithms
- Acceleration tools for diagonal information global optimization
- Improved scheme for selection of potentially optimal hyper-rectangles in \texttt{DIRECT}
- Efficient multicriterial optimization based on intensive reuse of search information
- A deterministic global optimization using smooth diagonal auxiliary functions
- A one-dimensional local tuning algorithm for solving GO problems with partially defined constraints
- Title not available (Why is that?)
- Solving a set of global optimization problems by the parallel technique with uniform convergence
- Globalizer: a novel supercomputer software system for solving time-consuming global optimization problems
- A hybrid of Bayesian approach based global search with clustering aided local refinement
- Global optimization method with dual Lipschitz constant estimates for problems with non-convex constraints
- Global optimization of expensive black box functions using potential Lipschitz constants and response surfaces
Uses Software
This page was built for publication: Local tuning and partition strategies for diagonal GO methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1402152)
