Deterministic Global Optimization : An Introduction to the Diagonal Approach /

This book begins with a concentrated introduction into deterministic global optimization and moves forward to present new original results from the authors who are well known experts in the field. Multiextremal continuous problems that have an unknown structure with Lipschitz objective functions and...

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Bibliographic Details
Main Authors: Sergeyev, Yaroslav D
Corporate Authors: SpringerLink Online service
Group Author: Kvasov, Dmitri E
Published: Springer New York : Imprint: Springer,
Publisher Address: New York, NY :
Publication Dates: 2017.
Literature type: eBook
Language: English
Series: SpringerBriefs in Optimization,
Subjects:
Online Access: http://dx.doi.org/10.1007/978-1-4939-7199-2
Summary: This book begins with a concentrated introduction into deterministic global optimization and moves forward to present new original results from the authors who are well known experts in the field. Multiextremal continuous problems that have an unknown structure with Lipschitz objective functions and functions having the first Lipschitz derivatives defined over hyperintervals are examined. A class of algorithms using several Lipschitz constants is introduced which has its origins in the DIRECT (DIviding RECTangles) method. This new class is based on an efficient strategy that is applied for t
Carrier Form: 1 online resource (X, 136 pages) : illustrations.
ISBN: 9781493971992
Index Number: QA76
CLC: TP31
Contents: 1. Lipschitz global optimization -- 2. One-dimensional algorithms and their accleration -- 3. Diagonal approach and efficient paritioning strategies -- 4. Global optimization algorithms based on the non-redundant partitions -- References. .