Some problems of solving Lipschitzian global optimization problems using the branch and bound method

MaRDI QIDQ1803120zbMATH OpenFDO

Authors V. N. Nefedov

Publication date 29 June 1993

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

\(\varepsilon\)-optimal solutionsbranch-and-boundglobal optimizationLipschitzian functions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Nonconvex programming, global optimization (90C26)

Review text

A branch-and-bound procedure is given for solving a global optimization problem including Lipschitzian functions (moreover, in order to get an easy formula for Lipschitz-constants, the functions should be sufficiently smooth). Using this algorithm \(\varepsilon\)-optimal solutions are obtained.

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