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Global Optimization Using Numerical Approximations of Derivatives

  • Victor Gergel
  • Alexey GoryachihEmail author
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 10556)

Abstract

This paper presents an efficient method for solving global optimization problems. The new method unlike previous methods, was developed, based on numerical estimations of derivative values. The effect of using numerical estimations of derivative values was studied and the results of computational experiments prove the potential of such approach.

Keywords

Multiextremal optimization Global search algorithm Lipschitz condition Numerical derivatives Computational experiments 

Notes

Acknowledgments

This research was supported by the Russian Science Foundation, project No 16-11-10150” Novel efficient methods and software tools for time-consuming decision making problems using supercomputers of superior performance.”

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  1. 1.Lobachevsky State University of Nizhni NovgorodNizhni NovgorodRussian Federation

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