New Underestimator for Twice Differentiable Functions with Bounded Variables

Aaid Djamel, Noui Amel and Ouanes Mohand
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Aaid Djamel: University of Batna, Batna, Algeria
Noui Amel: University of Batna, Batna, Algeria
Ouanes Mohand: University of Tizi-Ouzou, Tizi-Ouzou, Algeria

International Journal of Applied and Physical Sciences, 2017, vol. 3, issue 1, 13-19

Abstract: In this article, we propose a new technique of global optimization for an optimization problem with the second derivative of the objective that is bounded function of a single variable with box constraint. The method employs a piecewise underestimation, where the former is a continuous piecewise function underestimator. The purpose of this work is to find the right value of the lower bound in a competitive time. Our method converges to the global optimum. The numerical tests show clearly the impact of our contributions.

Keywords: Global Optimization; Covering Method; Piecewise Underestimation (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:apa:ijapss:2017:p:13-19

DOI: 10.20469/ijaps.3.50003-1.pdf

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