Geodesic
Diagonal Numerical Methods for Solving Lipschitz Global Optimization Problems
Bollettino della Unione matematica italiana, Série 9, Tome 1 (2008) no. 3, pp. 857-871

Voir la notice de l'article provenant de la source Biblioteca Digitale Italiana di Matematica

This paper briefly describes some results of the author's PhD thesis, which has been specially mentioned by the Italian INdAM-SIMAI Committee for the Competition "The Best PhD Thesis in Applied Mathematics defended in 2004-2006". In this work, a global optimization problem is considered where the objective function is a multidimensional black-box function satisfying the Lipschitz condition over a hyperinterval and hard to evaluate. Such functions are frequently encountered in practice that explains a great interest of researchers to the stated problem. A new diagonal scheme which is aimed for developing fast global optimization algorithms is presented, and several such algorithms are introduced and examined. Theoretical and experimental studies performed confirm the benefit of the new approach over traditionally used diagonal global optimization methods. 
@article{BUMI_2008_9_1_3_a15,
     author = {Kvasov, Dmitri E.},
     title = {Diagonal {Numerical} {Methods} for {Solving} {Lipschitz} {Global} {Optimization} {Problems}},
     journal = {Bollettino della Unione matematica italiana},
     pages = {857--871},
     publisher = {mathdoc},
     volume = {Ser. 9, 1},
     number = {3},
     year = {2008},
     zbl = {1190.65097},
     mrnumber = {2455349},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/BUMI_2008_9_1_3_a15/}
}
TY  - JOUR
AU  - Kvasov, Dmitri E.
TI  - Diagonal Numerical Methods for Solving Lipschitz Global Optimization Problems
JO  - Bollettino della Unione matematica italiana
PY  - 2008
SP  - 857
EP  - 871
VL  - 1
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/BUMI_2008_9_1_3_a15/
LA  - en
ID  - BUMI_2008_9_1_3_a15
ER  - 
%0 Journal Article
%A Kvasov, Dmitri E.
%T Diagonal Numerical Methods for Solving Lipschitz Global Optimization Problems
%J Bollettino della Unione matematica italiana
%D 2008
%P 857-871
%V 1
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/BUMI_2008_9_1_3_a15/
%G en
%F BUMI_2008_9_1_3_a15
Kvasov, Dmitri E. Diagonal Numerical Methods for Solving Lipschitz Global Optimization Problems. Bollettino della Unione matematica italiana, Série 9, Tome 1 (2008) no. 3, pp. 857-871. http://geodesic.mathdoc.fr/item/BUMI_2008_9_1_3_a15/