Accelerations for a variety of global optimization methods

Journal of Global Optimization - Tập 4 - Trang 37-45 - 1994
W. Baritompa1
1Department of Mathematics, University of Canterbury, Christchurch, New Zealand

Tóm tắt

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.

Tài liệu tham khảo

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