Global optimization of multivariable functions satisfying the Vanderbei condition
نویسندگان
چکیده
We propose two algorithms for solving global optimization problems on a hyperrectangle with an objective function satisfying the Vanderbei condition (this is also called $$\varepsilon $$ -Lipschitz continuous function). The belong to family of non-uniform covering methods. For we prove propositions about convergence -solution in terms function. illustrate performance using several test numerical examples non-Lipschitz functions.
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics and Computing
سال: 2021
ISSN: ['1865-2085', '1598-5865']
DOI: https://doi.org/10.1007/s12190-021-01563-4