Acceleration of Univariate Global Optimization Algorithms Working with Lipschitz Functions and Lipschitz First Derivatives
نویسندگان
چکیده
منابع مشابه
Acceleration of univariate global optimization algorithms working with Lipschitz functions and Lipschitz first derivatives
This paper deals with two kinds of the one-dimensional global optimization problems over a closed finite interval: (i) the objective function f(x) satisfies the Lipschitz condition with a constant L; (ii) the first derivative of f(x) satisfies the Lipschitz condition with a constant M . In the paper, six algorithms are presented for the case (i) and six algorithms for the case (ii). In both cas...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2013
ISSN: 1052-6234,1095-7189
DOI: 10.1137/110859129