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Efficient domain partitioning algorithms for global optimization of rational and Lipschitz continuous functions

  • C. C. Meewella
  • D. Q. Mayne
Contributed Papers

Abstract

A domain partitioning algorithm for minimizing or maximizing a Lipschitz continuous function is enhanced to yield two new, more efficient algorithms. The use of interval arithmetic in the case of rational functions and the estimates of Lipschitz constants valid in subsets of the domain in the case of others and the addition of local optimization have resulted in an algorithm which, in tests on standard functions, performs well.

Key Words

Global optimization nondifferentiable optimization rational functions Lipschitz continuous functions 

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Copyright information

© Plenum Publishing Corporation 1989

Authors and Affiliations

  • C. C. Meewella
    • 1
  • D. Q. Mayne
    • 1
  1. 1.Department of Electrical EngineeringImperial College of Science and TechnologyLondonEngland

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