Global optimization of multivariable functions satisfying the Vanderbei condition
Optimization and Control
2024-02-20 v5
Abstract
We propose two algorithms for solving global optimization problems on a hyperrectangle with an objective function satisfying the Vanderbei condition (this function is also called an -Lipschitz continuous function). The algorithms belong to the class of non-uniform cover-ings methods. For the algorithms we prove propositions about convergence to an -solution in terms of the objective function. We illustrate the performance of the algorithms using several test numerical examples with non-Lipschitz continuous objective functions.
Cite
@article{arxiv.1912.13016,
title = {Global optimization of multivariable functions satisfying the Vanderbei condition},
author = {Natalya Arutyunova and Aidar Dulliev and Vladislav Zabotin},
journal= {arXiv preprint arXiv:1912.13016},
year = {2024}
}
Comments
21 pages, 4 tables, 29 figure, in Russian. (v5) specified the norm of the space