Deterministic Global Optimization An Introduction to the Diagonal Approach 1st Edition by Yaroslav 1493971999 9781493971992

Deterministic Global Optimization An Introduction to the Diagonal Approach 1st Edition by Yaroslav Sergeyev – Ebook Instant Download/Delivery ISBN(s): 1493971999, 9781493971992

Product details:

• ISBN 10: 1493971999
• ISBN 13: 9781493971992
• Author: Yaroslav Sergeyev

This book begins with a concentrated introduction into deterministic global optimization and moves forward to present new original results from the authors who are well known experts in the field. Multiextremal continuous problems that have an unknown structure with Lipschitz objective functions and functions having the first Lipschitz derivatives defined over hyperintervals are examined. A class of algorithms using several Lipschitz constants is introduced which has its origins in the DIRECT (DIviding RECTangles) method. This new class is based on an efficient strategy that is applied for the search domain partitioning. In addition a survey on derivative free methods and methods using the first derivatives is given for both one-dimensional and multi-dimensional cases.

Table of contents:

Front Matter….Pages i-x

Lipschitz Global Optimization….Pages 1-17

One-Dimensional Algorithms and Their Acceleration….Pages 19-51

Diagonal Approach and Efficient Diagonal Partitions….Pages 53-76

Global Optimization Algorithms Based on the Non-redundant Partitions ….Pages 77-120

Back Matter….Pages 121-136

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