An algorithm for global optimization of Lipschitz continuous functions

DOI10.1007/BF00938542zbMath0619.90065MaRDI QIDQ1090241

C. C. Meewella, David Q. Mayne

Publication date: 1988

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

global optimizationnondifferentiable optimizationLipschitz continuous functionssequence of lower bounds

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items

Efficient domain partitioning algorithms for global optimization of rational and Lipschitz continuous functions, New LP bound in multivariate Lipschitz optimization: Theory and applications, Global optimization method with dual Lipschitz constant estimates for problems with non-convex constraints, Infeasibility spheres for finding robust solutions of blending problems with quadratic constraints, An analytical approach to global optimization, Convergence qualification of adaptive partition algorithms in global optimization, Global optimization of univariate Lipschitz functions. I: Survey and properties, An application of Lipschitzian global optimization to product design, Global optimization of expensive black box functions using potential Lipschitz constants and response surfaces, On using estimates of Lipschitz constants in global optimization, Stochastic Lipschitz dynamic programming

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