Possible extensions to the DIRECT global optimization algorithm based on space-filling and diagonal curves.

Autor: Kvasov, Dmitri E., Lera, Daniela, Sergeyev, Yaroslav D.
Předmět:
Zdroj: AIP Conference Proceedings; 2023, Vol. 2849 Issue 1, p1-4, 4p
Abstrakt: In this paper, the Lipschitz global optimization problem is considered both in the cases of non-differentiable and dif-ferentiable objective functions over hyperintervals. It is shown that space-filling and diagonal curves can be successfully used to extend promising one-dimensional methods to the multidimensional case. In particular, several DIRECT-based algorithms using Peano-Hilbert space-filling curves and adaptive diagonal curves are surveyed. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index