• DocumentCode
    3333060
  • Title

    The non Lipschitzian cubic algorithm

  • Author

    Galperin, Efim A.

  • Author_Institution
    Dept. of Math. & Inf., Quebec Univ., Montreal, Que., Canada
  • fYear
    1989
  • fDate
    13-15 Dec 1989
  • Firstpage
    878
  • Abstract
    The cubic and beta algorithms were developed for the solution of the full global optimization problem for a Lipschitzian function defined on a (nonconvex) compact robust set and admitting a Lipschitzian extension onto a circumscribed (nonstrictly) closed cube in Rn. The Lipschitzian hypothesis is a strong restriction. The author presents a generalization of the cubic and the beta algorithms, lifting the Lipschitzian restriction on the cost function
  • Keywords
    iterative methods; optimisation; β algorithm; Lipschitzian restriction; beta algorithms; circumscribed closed cube; cost function; cubic algorithm; full global optimization problem; iterative method; nonLipschitzian cubic algorithm; nonconvex compact robust set; nonstrictly closed cube; Cost function; Mesh generation; Partitioning algorithms; Robustness;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
  • Conference_Location
    Tampa, FL
  • Type

    conf

  • DOI
    10.1109/CDC.1989.70246
  • Filename
    70246