In this paper the global optimization problem of a multiextremal function satisfying the Lipschitz condition over a hyperinterval is considered. To solve it we propose algorithms that use Peano-type space-flling curves for reduction of dimensionality. The knowledge of the Lipschitz constant is not required. Local tuning on the behavior of the objective function and a new technique, named local improvement, are used in order to accelerate the search. Convergence condition are given. Numerical experiments show quite promising performance of the new technique.

Global minimization using space-filling curves

LERA, DANIELA;
2014

Abstract

In this paper the global optimization problem of a multiextremal function satisfying the Lipschitz condition over a hyperinterval is considered. To solve it we propose algorithms that use Peano-type space-flling curves for reduction of dimensionality. The knowledge of the Lipschitz constant is not required. Local tuning on the behavior of the objective function and a new technique, named local improvement, are used in order to accelerate the search. Convergence condition are given. Numerical experiments show quite promising performance of the new technique.
978-84-16027-57-6
Global Optimization, space-flling curves approximations, set of Lipschitz constants
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11584/189101
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