English

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 ε\varepsilon-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 ε\varepsilon-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.

Keywords

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

R2 v1 2026-06-23T12:59:08.750Z