Global Search Based on Efficient Diagonal Partitions and a Set of Lipschitz Constants
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Publication:5470225
DOI10.1137/040621132zbMath1097.65068arXiv1103.2056OpenAlexW2962898795MaRDI 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
algorithmglobal optimizationnumerical examplesblack-box functionsderivative free methodsdiagonal partitionsLipschitz optimization problem
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)
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