A branch and bound algorithm for the global optimization of Hessian Lipschitz continuous functions
From MaRDI portal
Publication:2393063
DOI10.1007/s10898-012-9937-9zbMath1296.90090OpenAlexW2112341314MaRDI QIDQ2393063
Jaroslav M. Fowkes, C. L. Farmer, Nicholas I. M. Gould
Publication date: 7 August 2013
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: http://purl.org/net/epubs/manifestation/7168/RAL-TR-2011-020.pdf
Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26)
Related Items
SCORE: approximating curvature information under self-concordant regularization, (Global) optimization: historical notes and recent developments, MSO: a framework for bound-constrained black-box global optimization algorithms, Branching and bounding improvements for global optimization algorithms with Lipschitz continuity properties, On the search of the shape parameter in radial basis functions using univariate global optimization methods, On Deterministic Diagonal Methods for Solving Global Optimization Problems with Lipschitz Gradients, Convexity and solvability for compactly supported radial basis functions with different shapes
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
- On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
- Beyond convex? global optimization is feasible only for convex objective functions: a theorem
- On solving trust-region and other regularised subproblems in optimization
- A general class of branch-and-bound methods in global optimization with some new approaches for concave minimization
- Lipschitzian optimization without the Lipschitz constant
- Handbook of global optimization
- The design and analysis of computer experiments.
- Handbook of global optimization. Vol. 2
- A taxonomy of global optimization methods based on response surfaces
- Introduction to global optimization
- \(\alpha BB\): A global optimization method for general constrained nonconvex problems
- An algorithm for selecting a good value for the parameter \(c\) in radial basis function interpolation
- Cubic regularization of Newton method and its global performance
- Branch and bound algorithm for computing the minimum stability degree of parameter‐dependent linear systems
- Introduction to Stochastic Search and Optimization
- Trust Region Methods
- Complete search in continuous global optimization and constraint satisfaction
- Hierarchical Nonlinear Approximation for Experimental Design and Statistical Data Fitting
- Scattered Data Approximation