ISSN:
1573-2878
Keywords:
Global optimization
;
nondifferentiable optimization
;
rational functions
;
Lipschitz continuous functions
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract A domain partitioning algorithm for minimizing or maximizing a Lipschitz continuous function is enhanced to yield two new, more efficient algorithms. The use of interval arithmetic in the case of rational functions and the estimates of Lipschitz constants valid in subsets of the domain in the case of others and the addition of local optimization have resulted in an algorithm which, in tests on standard functions, performs well.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00962799
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