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Global optimization of multivariable functions satisfying the Vanderbei condition by Arutyunova, Natalya; Dulliev, Aidar; Zabotin, Vladislav is a scholarly article available to read on EtoBox.

What is Global optimization of multivariable functions satisfying the Vanderbei condition about?

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 $\varepsilon$-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 $\varepsilon$-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.

Author

Arutyunova, Natalya; Dulliev, Aidar; Zabotin, Vladislav

Published

2019

Language

EN