书目名称 | Deterministic Global Optimization |
副标题 | An Introduction to t |
编辑 | Yaroslav D. Sergeyev,Dmitri E. Kvasov |
视频video | |
概述 | Contains a survey on Lipschitz deterministic global optimization methods.Outlines a new class of algorithms.Maximizes reader insights into multiextremal continuous problems.Includes case studies.Inclu |
丛书名称 | SpringerBriefs in Optimization |
图书封面 |  |
描述 | This book begins with a concentrated introduction into deterministic global optimization and moves forward to present new original results from the authors who are well known experts in the field. Multiextremal continuous problems that have an unknown structure with Lipschitz objective functions and functions having the first Lipschitz derivatives defined over hyperintervals are examined. A class of algorithms using several Lipschitz constants is introduced which has its origins in the DIRECT (DIviding RECTangles) method. This new class is based on an efficient strategy that is applied for the search domain partitioning. In addition a survey on derivative free methods and methods using the first derivatives is given for both one-dimensional and multi-dimensional cases. Non-smooth and smooth minorants and acceleration techniques that can speed up several classes of global optimization methods with examples of applications and problems arising in numerical testing of global optimizationalgorithms are discussed. Theoretical considerations are illustrated through engineering applications. Extensive numerical testing of algorithms described in this book stretches the likelihood of estab |
出版日期 | Book 2017 |
关键词 | Deterministic global optimization; Lipschitz condition; derivative-free methods; methods using the firs |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4939-7199-2 |
isbn_softcover | 978-1-4939-7197-8 |
isbn_ebook | 978-1-4939-7199-2Series ISSN 2190-8354 Series E-ISSN 2191-575X |
issn_series | 2190-8354 |
copyright | The Author(s) 2017 |