In this survey, univariate global optimization problems are considered where the objective function or its first derivative can be multiextremal black-box costly functions satisfying the Lipschitz condition over an interval. Such problems are frequently encountered in practice. A number of geometric methods based on constructing auxiliary functions with the usage of different estimates of the Lipschitz constants are described in the paper.

Univariate geometric Lipschitz global optimization algorithms

KVASOV, Dmitry;SERGEEV, Yaroslav
2012-01-01

Abstract

In this survey, univariate global optimization problems are considered where the objective function or its first derivative can be multiextremal black-box costly functions satisfying the Lipschitz condition over an interval. Such problems are frequently encountered in practice. A number of geometric methods based on constructing auxiliary functions with the usage of different estimates of the Lipschitz constants are described in the paper.
2012
Global optimization; Black-box function; Lipschitz condition; Geometric approach
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.11770/126395
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