Global Optimization Using Numerical Approximations of Derivatives
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.
KeywordsMultiextremal optimization Global search algorithm Lipschitz condition Numerical derivatives Computational experiments
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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