Diagonal generalizaton of the DIRECT method for problems with constraints

DOI10.1134/S0005117920080068zbMath1457.90115OpenAlexW3090891051MaRDI QIDQ828532

S. Yu. Gorodetsky

Publication date: 9 January 2021

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117920080068

zbMATH Keywords

global optimizationnumerical experimentsLipschitz functionsdiscontinuous functionsDIRECT methodmultiextremal constraintstwo-point diagonal scheme

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

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A new \texttt{DIRECT-GLh} algorithm for global optimization with hidden constraints

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