In this paper, the Lipschitz global optimization problem is considered both in the cases of non-differentiable and differentiable objective functions over hyperintervals. It is shown that space-filling and diagonal curves can be successfully used to extend promising one-dimensional methods to the multidimensional case. In particular, several DIRECT-based algorithms using Peano-Hilbert space-filling curves and adaptive diagonal curves are surveyed.
Possible extensions to the DIRECT global optimization algorithm based on space-filling and diagonal curves
Kvasov D
;Lera D;Sergeev Y
2023-01-01
Abstract
In this paper, the Lipschitz global optimization problem is considered both in the cases of non-differentiable and differentiable objective functions over hyperintervals. It is shown that space-filling and diagonal curves can be successfully used to extend promising one-dimensional methods to the multidimensional case. In particular, several DIRECT-based algorithms using Peano-Hilbert space-filling curves and adaptive diagonal curves are surveyed.File in questo prodotto:
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