An algorithm of simplicial Lipschitz optimization with the bi-criteria selection of simplices for the bi-section

Albertas Gimbutas () and Antanas Žilinskas ()
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Albertas Gimbutas: Vilnius University
Antanas Žilinskas: Vilnius University

Journal of Global Optimization, 2018, vol. 71, issue 1, No 8, 115-127

Abstract: Abstract An algorithm of simplicial optimization is proposed where a bi-criteria selection of a simplex for the bi-section is applied. The first criterion is the minimum of estimated Lipschitz lower bound over the considered simplex. The second criterion is the diameter of the simplex. The results of experimental testing are included.

Keywords: Lipschitz optimization; Global optimization; Simplicial partition; Multicriteria selection (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s10898-017-0550-9

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