Influence of Lipschitz bounds on the speed of global optimization
Global optimization methods based on Lipschitz bounds have been analyzed and applied widely to solve various optimization problems. In this paper a bound for Lipschitz function is proposed, which is computed using function values at the vertices of a simplex and the radius of the circumscribed sphe...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2012-04-01
|
| Series: | Technological and Economic Development of Economy |
| Subjects: | |
| Online Access: | http://www.bjrbe.vgtu.lt/index.php/TEDE/article/view/4678 |
| Summary: | Global optimization methods based on Lipschitz bounds have been analyzed and applied widely to solve various optimization problems. In this paper a bound for Lipschitz function is proposed, which is computed using function values at the vertices of a simplex and the radius of the circumscribed sphere. The efficiency of a branch and bound algorithm with proposed bound and combinations of bounds is evaluated experimentally while solving a number of multidimensional test problems for global optimization. The influence of different bounds on the performance of a branch and bound algorithm has been investigated.
|
|---|---|
| ISSN: | 2029-4913 2029-4921 |