Global Optimization Methods as Bounding Procedures — The Geometric Approach
- 479 Downloads
Let us consider again the Lipschitz-continuous function φ(x), x ∈ [a, b], from (1.2.6) and the corresponding minimization problem (2.1.1). As has already been mentioned in Chapter 1, this problem has been intensively studied by many authors. In this book, on a level with the information approach presented in the previous Chapters, we discuss the geometric approach for solving the problem (2.1.1). We pay great attention to the ideas of an adaptive estimation of the objective function behaviour introduced in Chapters 2, 3 and ways in which they may be applied to another class of algorithms.
KeywordsGlobal Minimizer Limit Point Iteration Number Auxiliary Function Lipschitz Constant
Unable to display preview. Download preview PDF.