Nonsmooth nonconvex global optimization in a Banach space with a basis (Q1767923)
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scientific article; zbMATH DE number 2142451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonsmooth nonconvex global optimization in a Banach space with a basis |
scientific article; zbMATH DE number 2142451 |
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Nonsmooth nonconvex global optimization in a Banach space with a basis (English)
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8 March 2005
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An algorithm is proposed for global minimization of a nonconvex function over a nonconvex (so-called inf-robust) set. The main idea of the algorithm's steps consists in decomposing the level sets into subsets, computing mean values of the objective function over each subset and taking the smallest of them as new level constant. Theoretical convergence of the algorithm is verified.
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global optimization
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level set contraction
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