Automatic global optimization
Diskretnyj analiz i issledovanie operacij, Tome 11 (2004) no. 2, pp. 45-68.

Voir la notice de l'article provenant de la source Math-Net.Ru

@article{DA_2004_11_2_a2,
     author = {A. R. Ershov and O. V. Khamisov},
     title = {Automatic global optimization},
     journal = {Diskretnyj analiz i issledovanie operacij},
     pages = {45--68},
     publisher = {mathdoc},
     volume = {11},
     number = {2},
     year = {2004},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DA_2004_11_2_a2/}
}
TY  - JOUR
AU  - A. R. Ershov
AU  - O. V. Khamisov
TI  - Automatic global optimization
JO  - Diskretnyj analiz i issledovanie operacij
PY  - 2004
SP  - 45
EP  - 68
VL  - 11
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/DA_2004_11_2_a2/
LA  - ru
ID  - DA_2004_11_2_a2
ER  - 
%0 Journal Article
%A A. R. Ershov
%A O. V. Khamisov
%T Automatic global optimization
%J Diskretnyj analiz i issledovanie operacij
%D 2004
%P 45-68
%V 11
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/DA_2004_11_2_a2/
%G ru
%F DA_2004_11_2_a2
A. R. Ershov; O. V. Khamisov. Automatic global optimization. Diskretnyj analiz i issledovanie operacij, Tome 11 (2004) no. 2, pp. 45-68. http://geodesic.mathdoc.fr/item/DA_2004_11_2_a2/

[1] Vasilev F. P., Chislennye metody resheniya ekstremalnykh zadach, Nauka, M., 1980 | MR

[2] Gergel V. P., “Algoritm globalnogo poiska, ispolzuyuschii proizvodnye”, Dinamika sistem i optimizatsiya, NNGU, Nizhnii Novgorod, 1992, 161–178 | MR

[3] Evtushenko Yu. G., “Chislennyi metod poiska globalnogo ekstremuma funktsii (perebor na neravnomernoi setke)”, Zhurn. vychisl. matematiki i matem. fiziki, 11:6 (1971), 1390–1403 | Zbl

[4] Zhiglyavskii A. A., Zhilinskas A. G., Metody poiska globalnogo ekstremuma, Nauka, M., 1991 | MR | Zbl

[5] Nefedov V. N., “Otyskanie globalnogo maksimuma funktsii neskolkikh peremennykh na mnozhestve, zadannom ogranicheniyami tipa neravenstv”, Zhurn. vychisl. matematiki i matem. fiziki, 27:1 (1987), 35–51 | MR | Zbl

[6] Piyavskii S. A., “Odin algoritm otyskaniya absolyutnogo ekstremuma funktsii”, Zhurn. vychisl. matematiki i matem. fiziki, 12:4 (1972), 888–896

[7] Sukharev A. G., Minimaksnye algoritmy v zadachakh chislennogo analiza, Nauka, M., 1989 | MR | Zbl

[8] Sukharev A. G., Podobedov V. E., “Algoritm poiska globalnogo maksimuma funktsii neskolkikh peremennykh”, Vychislitelnye kompleksy i modelirovanie slozhnykh sistem, MGU, M., 1989, 124–134

[9] Khamisov O. V., “Globalnaya optimizatsiya funktsii s vognutoi minorantoi”, Zhurn. vychisl. matematiki i matem. fiziki, 44:9 (2004), 1552–1563 | MR

[10] Baritompa W., “Accelerations for a variety of global optimization methods”, J. Global Optim., 4:1 (1994), 37–45 | DOI | MR | Zbl

[11] Breiman L., Cutler A., “A deterministic algorithm for global optimization”, Math. Program., 58:2 (1993), 179–199 | DOI | MR | Zbl

[12] Gergel V. P., “A global optimization algorithm for multivariate functions with Lipschitzian first derivatives”, J. Global Optim., 10:3 (1997), 257–281 | DOI | MR | Zbl

[13] Gourdin E., Jaumard B., Ellaia R., “Global optimization of Hölder functions”, J. Global Optim., 8:4 (1996), 323–348 | DOI | MR | Zbl

[14] Hansen P., Jaumard B., “Lipschitz optimization”, Handbook of global optimization, Kluwer Acad. Publ., Dordrecht, 1995, 407–494 | MR

[15] Horst R., Nast M., Thoai N. V., “New LP bound in multivariate Lipschitz optimization: theory and applications”, J. Optim. Theory Appl., 86:2 (1995), 369–388 | DOI | MR | Zbl

[16] Horst R., Tuy H., Global optimization. Deterministic approaches, Springer-Verlag, Berlin, 1996 | MR

[17] Khamisov O. V., “On optimization properties of functions with a concave minorant”, J. Global Optim., 14:1 (1999), 79–101 | DOI | MR | Zbl

[18] McCormick G. P., “Computability of global solutions to factorable nonconvex programs. I: Convex underestimating problems”, Math. Program., 10:2 (1976), 147–175 | DOI | MR | Zbl

[19] Pinter J., Global Optimization in action, Kluwer Acad. Publ., Dordrecht, 1996 | MR | Zbl

[20] Sergeev Ya. D., “An one-dimensional determenistic global optimization algorithm”, Zhurn. vychisl. matematiki i matem. fiziki, 35:5 (1995), 705–717 | MR | Zbl

[21] Tuy H., “D. C. optimization: theory, methods and algorithms”, Handbook of global optimization, Kluwer Acad. Publ., Dordrecht, 1995, 149–216 | MR | Zbl

[22] Wood G. R., Zhang B. P., “Estimation of the Lipschitz constant of a function”, J. Global Optim., 8:1 (1996), 91–103 | DOI | MR | Zbl

[23] http://titan.princeton.edu/

[24] http://archimedes.me.uiuc.edu/sigma/baron.html

[25] http://is.dal.ca/~jdpinter