IMPROVED LIPSCHITZ BOUNDS WITH THE FIRST NORM FOR FUNCTION VALUES OVER MULTIDIMENSIONAL SIMPLEX

Author:

Paulavičius Remigijus1,Žilinskas Julius1

Affiliation:

1. Institute of Mathematics and Informatics, Akademijos 4, LT-08663, Vilnius, Lithuania

Abstract

A branch and bound algorithm for global optimization is proposed, where the maximum of an upper bounding function based on Lipschitz condition and the first norm over a simplex is used as the upper bound of function. In this case the graph of bounding function is intersection of n‐dimensional pyramids and its maximum point is found solving a system of linear equations. The efficiency of the proposed global optimization algorithm is evaluated experimentally.

Publisher

Vilnius Gediminas Technical University

Subject

Modeling and Simulation,Analysis

Cited by 12 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. DIRECTGO : A New DIRECT -Type MATLAB Toolbox for Derivative-Free Global Optimization;ACM Transactions on Mathematical Software;2022-12-19

2. An empirical study of various candidate selection and partitioning techniques in the DIRECT framework;Journal of Global Optimization;2022-06-07

3. Non-Convex Multi-Objective Optimization;Springer Optimization and Its Applications;2017

4. A Brief Review of Non-convex Single-Objective Optimization;Non-Convex Multi-Objective Optimization;2017

5. Simplicial Global Optimization;SpringerBriefs in Optimization;2014

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