ACCELERATIONS FOR A VARIETY OF GLOBAL OPTIMIZATION METHODS

被引:16
|
作者
BARITOMPA, W [1 ]
机构
[1] UNIV CANTERBURY,DEPT MATH,CHRISTCHURCH 1,NEW ZEALAND
关键词
MULTIDIMENSIONAL BISECTION; DETERMINISTIC; GLOBAL OPTIMIZATION; MATHEMATICAL PROGRAMMING; SEARCH;
D O I
10.1007/BF01096533
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
Optimization methods for a given class are easily modified to utilize additional information and work faster on a more restricted class. In particular algorithms that use only the Lipschitz constant (e.g. Mladineo, Piyavskii, Shubert and Wood) can be modified to use second derivative bounds or gradient calculations. The algorithm of Breiman & Cutler can be modified to use Lipschitz bounds. Test cases illustrating accelerations to various algorithms are provided.
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页码:37 / 45
页数:9
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