Global minimization algorithms for Hölder functions
type: Item
instance of: scholarly article
title: Global minimization algorithms for Hölder functions
zbMATH Open document ID: 1003.65064
DOI: 10.1023/A:1021926320198
published in: BIT
publication date: 2003-01-23T00:00:00Z
review text: The one-dimensional global optimization problem \(\min\{f(x):x\in [a,b]\}\) is considered where the function \(f(x)\) satisfies the Hölder condition \(|f(x)- f(y)|\leq h|x-y|^{1/N}\). A new scheme for the method of \textit{S. A. Piyavskij} [U.S.S.R. Comput Math. Math. Phys. 12(1972), No. 4, 57-67 (1973; Zbl 0282.65052)] is proposed and three algorithms are given. Numerical tests are presented.
reviewed by: Hans Benker
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 1749887
zbMATH Keywords: numerical examples
zbMATH Keywords: Piyavskij method
zbMATH Keywords: global optimization
zbMATH Keywords: algorithm
author: Daniela Lera
author: Yaroslav D. Sergeyev
MaRDI profile type: Publication
full work available at URL: a:1021926320198
OpenAlex ID: W184825175
description: scientific article; zbMATH DE number 1749887