Lipschitz and Hölder global optimization using space-filling curves

DOI10.1016/j.apnum.2009.10.004zbMath1201.65101OpenAlexW2027985480MaRDI QIDQ969306

Daniela Lera, Yaroslav D. Sergeyev

Publication date: 6 May 2010

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2009.10.004

zbMATH Keywords

performancealgorithmsglobal optimizationlocal informationLipschitz and Hölder functionsspace-filling curves approximations

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Complexity and performance of numerical algorithms (65Y20)

Related Items

Deterministic sampling from uniform distributions with Sierpiński space-filling curves ⋮ Safe global optimization of expensive noisy black-box functions in the \(\delta \)-Lipschitz framework ⋮ Generalized parallel computational schemes for time-consuming global optimization ⋮ Convergence conditions and numerical comparison of global optimization methods based on dimensionality reduction schemes ⋮ Lipschitz-inspired \texttt{HALRECT} algorithm for derivative-free global optimization ⋮ Numerical methods using two different approximations of space-filling curves for black-box global optimization ⋮ Lipschitz gradients for global optimization in a one-point-based partitioning scheme ⋮ Multiextremal Optimization in Feasible Regions with Computable Boundaries on the Base of the Adaptive Nested Scheme ⋮ Generating $\alpha $-dense curves in non-convex sets to solve a class of non-smooth constrained global optimization ⋮ A direct search algorithm for global optimization ⋮ Globally-biased disimpl algorithm for expensive global optimization ⋮ GOSH: derivative-free global optimization using multi-dimensional space-filling curves ⋮ Deterministic global optimization using space-filling curves and multiple estimates of Lipschitz and Hölder constants ⋮ An arithmetic-analytical expression of the Hilbert-type space-filling curves and its applications

Uses Software

• Global Optimization Toolbox For Maple
• LGO
• Algorithm 829

Cites Work

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