Global Search Based on Efficient Diagonal Partitions and a Set of Lipschitz Constants
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Publication:5470225
DOI10.1137/040621132zbMath1097.65068arXiv1103.2056MaRDI QIDQ5470225
Yaroslav D. Sergeyev, Dmitri E. Kvasov
Publication date: 30 May 2006
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.2056
algorithm; global optimization; numerical examples; black-box functions; derivative free methods; diagonal partitions; Lipschitz optimization problem
65K05: Numerical mathematical programming methods
90C26: Nonconvex programming, global optimization
90C56: Derivative-free methods and methods using generalized derivatives
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