Global optimization of multivariable functions satisfying the Vanderbei condition

Autor: Natalya Arutyunova, Aidar Dulliev, Vladislav Zabotin
Rok vydání: 2021
Předmět:
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
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