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.
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Titolo: | Global minimization using space-filling curves | |
Autori: | ||
Data di pubblicazione: | 2014 | |
Handle: | http://hdl.handle.net/11584/189101 | |
ISBN: | 978-84-16027-57-6 | |
Tipologia: | 4.2 Abstract in Atti di convegno |