An algorithm of simplicial Lipschitz optimization with the bi-criteria selection of simplices for the bi-section

Article

Abstract

An algorithm of simplicial optimization is proposed where a bi-criteria selection of a simplex for the bi-section is applied. The first criterion is the minimum of estimated Lipschitz lower bound over the considered simplex. The second criterion is the diameter of the simplex. The results of experimental testing are included.

Keywords

Lipschitz optimization Global optimization Simplicial partition Multicriteria selection 

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Copyright information

© Springer Science+Business Media, LLC 2017

Authors and Affiliations

  1. 1.Institute of Mathematics and InformaticsVilnius UniversityVilniusLithuania

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