Global optimization of Hölder functions

DOI10.1007/BF02403997MaRDI QIDQ1918982zbMATH OpenOpenAlexFDO

Authors Eric Gourdin, Brigitte Jaumard, Rachid Ellaia

Publication date 23 July 1996

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02403997

zbMATH Keywords

branch-and-boundproof of convergencePiyavskij's algorithmunivariate Lipschitz functionsglobal optimization of unconstrained Hölder functions

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

• scientific article; zbMATH DE number 3231137 (Why is no real title available?)
• An algorithm for finding the absolute extremum of a function
• An algorithm for finding the global maximum of a multimodal, multivariate function
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
• Iterative Methods for the Localization of the Global Maximum
• Min-max heaps and generalized priority queues
• On Descent from Local Minima
• On the Number of Iterations of Piyavskii's Global Optimization Algorithm
• Uncapacitated Plant Location Under Alternative Spatial Price Policies
• Widely Convergent Method for Finding Multiple Solutions of Simultaneous Nonlinear Equations

Cited in

(15)

• Deterministic global optimization using space-filling curves and multiple estimates of Lipschitz and Hölder constants
• New quadratic lower bound for multivariate functions in global optimization
• GOSH: derivative-free global optimization using multi-dimensional space-filling curves
• On Hölder global optimization method using piecewise affine bounding functions
• Global optimization method of multivariate non-Lipschitz functions using tangent minorants
• Convergence conditions and numerical comparison of global optimization methods based on dimensionality reduction schemes
• A global minimization algorithm for Lipschitz functions
• A new extension of Piyavskii's method to Hölder functions of several variables
• Numerical methods using two different approximations of space-filling curves for black-box global optimization
• Global minimization algorithms for Hölder functions
• Convex quadratic underestimation and Branch and Bound for univariate global optimization with one nonconvex constraint
• A branch and bound algorithm for Holder bi-objective optimization. Implementation to multidimensional optimization
• Generating \(\alpha \)-dense curves in non-convex sets to solve a class of non-smooth constrained global optimization
• Solving infinite horizon optimization problems through analysis of a one-dimensional global optimization problem
• Global optimization in Hilbert space

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