Global optimization in problems with uncertainties: the gamma algorithm.

DOI10.1016/S0898-1221(02)00198-0zbMath1042.90040OpenAlexW2076472168MaRDI QIDQ1416293

Efim A. Galperin

Publication date: 14 December 2003

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0898-1221(02)00198-0

zbMATH Keywords

double optimalityglobal optimization under certainty

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Nonlinear programming (90C30)

Related Items

MAPLE code of gamma algorithm for global optimization of uncertain functions over compact robust sets, Non-causal models in long term planning via set contractive optimal control methods, MAPLE code for the gamma algorithm for global optimization of uncertain functions in economy and finance, Synthetic realization approach to fuzzy global optimization via gamma algorithm, One-dimensional global optimization for observations with noise

Cites Work

• Unnamed Item
• The cubic algorithm
• Precision, complexity, and computational schemes of the cubic algorithms
• Numerical experiments with one-dimensional adaptive cubic algorithm
• The alpha algorithm and the application of the cubic algorithm in case of unknown Lipschitz constant
• The fast cubic algorithm