Univariate box-constrained Lipschitz global optimization problems are considered in this contribution. Geometric and information statistical approaches are presented. The novel powerful local tuning and local improvement techniques are described in the contribution as well as the traditional ways to estimate the Lipschitz constant. The advantages of the presented local tuning and local improvement techniques are demonstrated using the operational characteristics approach for comparing deterministic global optimization algorithms on the class of 100 widely used test functions.
REFERENCES
1.
V.
Gergel
, V.
Grishagin
, and R.
Israfilov
, Procedia Computer Science
51
, 865
–874
(2015
).2.
V.
Grishagin
, V.
Gergel
, and A.
Gergel
, Journal of Global Optimization
, 1
–17
(2015
).3.
R.
Paulavičius
and J.
Žilinskas
, Simplicial Global Optimization
(Springer
, New York
, 2014
).4.
D.
Famularo
, P.
Pugliese
, and Y.
Sergeyev
, Automatica
35
, 1605
–1611
(1999
).5.
Y.
Sergeyev
, D.
Famularo
, and P.
Pugliese
, Journal of Global Optimization
21
, 317
–341
(2001
).6.
V.
Grishagin
, Y.
Sergeyev
, and R.
Strongin
, Journal of Global Optimization
10
, 185
–206
(1997
).7.
R.
Paulavicius
, Y.
Sergeyev
, D.
Kvasov
, and J.
Zilinskas
, Journal of Global Optimization
59
, 545
–567
(2014
).8.
Y.
Sergeyev
and D.
Kvasov
, Communications in Nonlinear Science and Numerical Simulation
21
, 99
–111
(2015
).9.
D.
Kvasov
, 4OR – A Quarterly Journal of Operations Research
6
, 403
–406
(2008
).10.
Y. D.
Sergeyev
, R. G.
Strongin
, and D.
Lera
, Introduction to Global Optimization Exploiting Space-Filling Curves
(Springer
, New York
, 2013
).11.
K.
Barkalov
, V.
Gergel
, and I.
Lebedev
, Lecture Notes in Computer Science
9251
, 307
–318
(2015
).12.
K.
Barkalov
and V.
Gergel
, Journal of Global Optimization
66
, 3
–20
(2016
).13.
14.
Y.
Sergeyev
, D.
Kvasov
, and M.
Mukhametzhanov
, Mathematics and Computers in Simulation
(2016
), in Press.15.
D. E.
Kvasov
and M. S.
Mukhametzhanov
, “One-dimensional global search: Nature-inspired vs. Lipschitz methods
,” in ICNAAM 2015: 13th International Conference of Numerical Analysis and Applied Mathematics
, Vol. 1738
, edited by T. E.
Simos
(AIP Conference Proceedings
, 2016
), pp. 4000121
–4
.16.
D. E.
Kvasov
, M. S.
Mukhametzhanov
, and Y. D.
Sergeyev
, “A numerical comparison of some deterministic and nature-inspired algorithms for black-box global optimization
,” in Proceedings of the Twelfth International Conference on Computational Structures Technology
, edited by B. H. V.
Topping
and P.
Iványi
(Civil-Comp Press
, Stirlingshire, United Kingdom
, 2014
) p. 169
, doi:.17.
Y. D.
Sergeyev
, D. E.
Kvasov
, and M. S.
Mukhametzhanov
, “Comments upon the usage of derivatives in Lipschitz global optimization
,” in ICNAAM 2015: 13th International Conference of Numerical Analysis and Applied Mathematics
, Vol. 1738
, edited by T. E.
Simos
(AIP Conference Proceedings
, 2016
), pp. 400004-1
–4
.18.
S. A.
Piyavskij
, USSR Comput. Math. Math. Phys.
12
, 57
–67
(1972
), (In Russian: Zh. Vychisl. Mat. Mat. Fiz., 12(4) (1972), pp. 888–896).19.
R. G.
Strongin
, Numerical Methods in Multiextremal Problems: Information–Statistical Algorithms
(Nauka
, Moscow
, 1978
) (In Russian).20.
A. A.
Zhigljavsky
and A.
Žilinskas
, Stochastic Global Optimization
(Springer
, New York
, 2008
).21.
C. A.
Floudas
and P. M.
Pardalos
, eds., Encyclopedia of Optimization (6 Volumes)
, 2nd ed. (Springer
, 2009
).22.
J. W.
Gillard
and D. E.
Kvasov
, Statistics and its Interface
10
, 59
–70
(2017
).23.
D. E.
Kvasov
and Y. D.
Sergeyev
, Numerical Algebra, Control and Optimization
2
, 69
–90
(2012
).24.
V.
Gergel
, M.
Kuzmin
, N.
Solovyov
, and V.
Grishagin
, International Review of Automatic Control
8
, 51
–55
(2015
).25.
V.
Gergel
and R.
Strongin
, Future Generation Computer Systems
21
, 673
–678
(2005
).26.
Y.
Sergeyev
, M.
Mukhametzhanov
, D.
Kvasov
, and D.
Lera
, Journal of Optimization Theory and Applications
171
, 186
–208
(2016
).27.
D.
Lera
and Y. D.
Sergeyev
, SIAM Journal on Optimization
23
, 508
–529
(2013
).28.
Y. D.
Sergeyev
and D. E.
Kvasov
, Diagonal Global Optimization Methods
(Fizmatlit
, Moscow
, 2008
) in Russian.29.
Y. D.
Sergeyev
, SIAM J. Optimization
5
, 858
–870
(1995
).30.
Y. D.
Sergeyev
, Comput. Math. Math. Phys.
35
, 705
–717
(1995
).31.
Y. D.
Sergeyev
, Optimization
44
, 303
–325
(1998
).32.
D. E.
Kvasov
and Y. D.
Sergeyev
, Advances in Engineering Software
80
, 58
–66
(2015
).33.
R.
Strongin
and Y.
Sergeyev
, Global Optimization with Non-Convex Constraints: Sequential and Parallel Algorithms
(Kluwer Academic Publishers, Dordrecht, 2000) (3rd ed., 2014
, Springer
, New York
).34.
V. A.
Grishagin
, Problems of Stochastic Search
7
, 198
–206
(1978
), in Russian.
This content is only available via PDF.
© 2016 Author(s).
2016
Author(s)
You do not currently have access to this content.