Accelerations for a variety of global optimization methods
نویسنده
چکیده
Optimization methods for a given class are easily modified to utilize additional information and work faster on a more·restricted class. In particular algorithms that use only the Lipschitz constant (e.g. Mladineo, Piyavskii, Shubert and Wood) can be modified to use second derivative bounds or gradient calculations. The algorithm of Breiman & Cutler can be modified to use Lipschitz bounds. Test cases illustrating accelerations to various algorithms are provided.
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عنوان ژورنال:
- J. Global Optimization
دوره 4 شماره
صفحات -
تاریخ انتشار 1994