Title :
The non Lipschitzian cubic algorithm
Author :
Galperin, Efim A.
Author_Institution :
Dept. of Math. & Inf., Quebec Univ., Montreal, Que., Canada
Abstract :
The cubic and beta algorithms were developed for the solution of the full global optimization problem for a Lipschitzian function defined on a (nonconvex) compact robust set and admitting a Lipschitzian extension onto a circumscribed (nonstrictly) closed cube in Rn. The Lipschitzian hypothesis is a strong restriction. The author presents a generalization of the cubic and the beta algorithms, lifting the Lipschitzian restriction on the cost function
Keywords :
iterative methods; optimisation; β algorithm; Lipschitzian restriction; beta algorithms; circumscribed closed cube; cost function; cubic algorithm; full global optimization problem; iterative method; nonLipschitzian cubic algorithm; nonconvex compact robust set; nonstrictly closed cube; Cost function; Mesh generation; Partitioning algorithms; Robustness;
Conference_Titel :
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location :
Tampa, FL
DOI :
10.1109/CDC.1989.70246
