A primal-dual integral method in global optimization (Q2717938)
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scientific article; zbMATH DE number 1606050
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A primal-dual integral method in global optimization |
scientific article; zbMATH DE number 1606050 |
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A primal-dual integral method in global optimization (English)
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7 November 2001
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integral global optimization
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primal dual algorithm
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level set
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A primal-dual method is presented to determine the essential supremum of almost bounded measurable functions on a bounded box. This method based on the Fenchel conjugate of the so-called Phu's volume function is a modification of Chew and Zheng's integral method and guarantees a superlinear convergence with respect to level sequence. Numerical experiences are encounted for test functions of low dimension that have a strict global essential supremum.
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