ISSN:
1573-2916
Keywords:
Global optimization
;
Hölder functions
;
Lipschitz optimization
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract We propose a branch-and-bound framework for the global optimization of unconstrained Hölder functions. The general framework is used to derive two algorithms. The first one is a generalization of Piyavskii's algorithm for univariate Lipschitz functions. The second algorithm, using a piecewise constant upper-bounding function, is designed for multivariate Hölder functions. A proof of convergence is provided for both algorithms. Computational experience is reported on several test functions from the literature.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00554012
Permalink