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Peano-Type Space-Filling Curves as Means for Multivariate Problems

  • Roman G. Strongin
  • Yaroslav D. Sergeyev
Chapter
  • 480 Downloads
Part of the Nonconvex Optimization and Its Applications book series (NOIA, volume 45)

Abstract

A large number of decision problems in the world of applications may be formulated as searching for a constrained global optimum (minimum, for certainty)
(8.1.1)
, where the domain of search
(8.1.2)
, R N is the N-dimensional Euclidean space and the objective function φ(y) (henceforth denoted g m +1(y)) and the left-hand sides g i (y) 1 ≤ im, of the constraints are Lipschitzian with respective constants L i , 1 ≤ im + 1, i.e., for any two points yy″ ∈ D it is true that
$$ \left| {{g_i}\left( {y'} \right) - {g_i}\left( {y''} \right)} \right| \leqslant {L_i}\left\| {y' - y''} \right\| = {L_i}{\left\{ {\sum\limits_{j = 1}^N {{{\left( {{{y'}_j} - {{y''}_j}} \right)}^2}} } \right\}^{1/2}}, $$
(8.1.3)
1 ≤ im + 1. Note that (8.1.1) is the obvious generalization of the one-dimensional constrained problem (6.1.1) for the case of N dimensions, i.e., for the case when the sought decision is described by some N-dimensional vector y* ∈ D. If the domain of search is defined by the hyperparallelepiped
(8.1.4)
, then, by introducing the transformation
(8.1.5)
,
(8.1.6)
, and the extra constraint
(8.1.7)
it is possible to keep up the initial presentation (8.1.2) for the domain of search (which is assumed to be the standard one) not altering the relations of Lipschitzian properties in dimensions.

Keywords

Global Minimizer Limit Point Inverse Image Index Scheme Trial Point 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 2000

Authors and Affiliations

  • Roman G. Strongin
    • 1
  • Yaroslav D. Sergeyev
    • 1
    • 2
  1. 1.Nizhni Novgorod State UniversityNizhni NovgorodRussia
  2. 2.Institute of Systems Analysis and Information TechnologyUniversity of CalabriaRendeItaly

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