Lipschitz global optimization appears in many practical problems: decision making, optimal control, stabilityproblems, finding the minimal root problems, etc. In many engineering applications the objective function is a “black-box”, multiextremal, non-differentiable and hard to evaluate. Another common property of the function to be optimized very often is the Lipschitz condition. In this talk, the Lipschitz global optimization problem is considered and several nature-inspired and Lipschitz global optimization algorithms are briefly described and compared with respect to the number of evaluations of the objective function.
One-dimensional global search: Nature-inspired vs. Lipschitz methods
KVASOV, Dmitry;Mukhametzhanov M.
2016-01-01
Abstract
Lipschitz global optimization appears in many practical problems: decision making, optimal control, stabilityproblems, finding the minimal root problems, etc. In many engineering applications the objective function is a “black-box”, multiextremal, non-differentiable and hard to evaluate. Another common property of the function to be optimized very often is the Lipschitz condition. In this talk, the Lipschitz global optimization problem is considered and several nature-inspired and Lipschitz global optimization algorithms are briefly described and compared with respect to the number of evaluations of the objective function.File in questo prodotto:
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