Diagonal generalizaton of the DIRECT method for problems with constraints

DOI10.1134/S0005117920080068MaRDI QIDQ828532zbMATH OpenOpenAlexFDO

Authors S. Yu. Gorodetsky

Publication date 9 January 2021

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0005117920080068

zbMATH Keywords

global optimizationnumerical experimentsLipschitz functionsdiscontinuous functionsDIRECT methodmultiextremal constraintstwo-point diagonal scheme

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

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Cites work

• scientific article; zbMATH DE number 3776767 (Why is no real title available?)
• scientific article; zbMATH DE number 43279 (Why is no real title available?)
• scientific article; zbMATH DE number 3805340 (Why is no real title available?)
• A locally-biased form of the DIRECT algorithm.
• A univariate global search working with a set of Lipschitz constants for the first derivative
• Efficient strategy for adaptive partition of N-dimensional intervals in the framework of diagonal algorithms
• Global Search Based on Efficient Diagonal Partitions and a Set of Lipschitz Constants
• Global optimization with non-convex constraints. Sequential and parallel algorithms
• Lipschitz gradients for global optimization in a one-point-based partitioning scheme
• Lipschitzian optimization without the Lipschitz constant
• Parallel global optimization of functions of several variables
• Pareto optimal generalized \(H_2\)-control and vibroprotection problems
• Synthesis of control laws on the basis of matrix inequalities
• \(H_\infty\) control and estimation of state-multiplicative linear systems.

Cited in

(6)

• AN EXTENSION OF LEITMANN'S DIRECT METHOD TO INEQUALITY CONSTRAINTS
• Multidimensional global extremum seeking via the DIRECT optimisation algorithm
• A new \texttt{DIRECT-GLh} algorithm for global optimization with hidden constraints
• A modification of the \texttt{DIRECT} method for Lipschitz global optimization for a symmetric function
• Improved scheme for selection of potentially optimal hyper-rectangles in \texttt{DIRECT}
• Diagonalizability of constraint propagation matrices

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