Local tuning and partition strategies for diagonal GO methods
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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.
A one-dimensional global optimization method (GO) using local tuning on the behavior of the objective function is generalized to form a new diagonal algorithm for solving multi-dimensional global optimization problems using bisection strategy. Conditions for global convergence of the proposed algorithm are established. Numerical results reported demonstrate that the new algorithm using estimates of local Lipschitz constants over different subregions outperformed the traditional approach.
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- scientific article; zbMATH DE number 1256747
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