Topics in Lipschitz global optimisation
From MaRDI portal
Publication:4346952
DOI10.1017/S0004972700030641zbMath0934.90079MaRDI QIDQ4346952
Publication date: 25 April 2000
Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)
Lipschitz constant; multidimensional bisection algorithm; Lipschitz global optimisation algorithms; Piyavskii-Shubert algorithm; pure localisation search
90C30: Nonlinear programming
65K10: Numerical optimization and variational techniques
49J30: Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.)
Cites Work
- Extended univariate algorithms for \(n\)-dimensional global optimization
- Pure adaptive search in global optimization
- The bisection method in higher dimensions
- Globally convergent methods for n-dimensional multiextremal optimization
- An algorithm for finding the global maximum of a multimodal, multivariate function
- An algorithm for finding the absolute extremum of a function
- A Sequential Method Seeking the Global Maximum of a Function