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Global Optimization Using Hyperbolic Cross Points

  • Erich Novak
  • Klaus Ritter
Part of the Nonconvex Optimization and Its Applications book series (NOIA, volume 7)

Abstract

We propose a new numerical method for finding the global minimum of a real-valued function defined on a d-dimensional box. Our method is based only on function values at the hyperbolic cross points and uses an adaptive order of these points. We motivate our method by complexity results and also give numerical examples.

Keywords

Global optimization complexity hyperbolic cross points 

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Copyright information

© Kluwer Academic Publishers 1996

Authors and Affiliations

  • Erich Novak
    • 1
  • Klaus Ritter
    • 1
  1. 1.Mathematisches InstitutUniversität Erlangen-NürnbergErlangenGermany

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