Global optimization of multivariable functions satisfying the Vanderbei condition
Autor: | Natalya Arutyunova, Aidar Dulliev, Vladislav Zabotin |
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Rok vydání: | 2021 |
Předmět: |
Applied Mathematics
010102 general mathematics Function (mathematics) Lipschitz continuity 01 natural sciences Function of several real variables 010101 applied mathematics Computational Mathematics Hyperrectangle Primary 90C26 Secondary 90C56 90C57 65K05 Optimization and Control (math.OC) Theory of computation Convergence (routing) FOS: Mathematics Applied mathematics 0101 mathematics Mathematics - Optimization and Control Global optimization Global optimization problem Mathematics |
Zdroj: | Journal of Applied Mathematics and Computing. 68:1135-1161 |
ISSN: | 1865-2085 1598-5865 |
DOI: | 10.1007/s12190-021-01563-4 |
Popis: | We propose two algorithms for solving global optimization problems on a hyperrectangle with an objective function satisfying the Vanderbei condition (this function is also called an $\varepsilon$-Lipschitz continuous function). The algorithms belong to the class of non-uniform cover-ings methods. For the algorithms we prove propositions about convergence to an $\varepsilon$-solution in terms of the objective function. We illustrate the performance of the algorithms using several test numerical examples with non-Lipschitz continuous objective functions. 21 pages, 4 tables, 29 figure, in Russian. (v4) corrected the third numerical example |
Databáze: | OpenAIRE |
Externí odkaz: |
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