Lipschitz-inspired HALRECT algorithm for derivative-free global optimization

This article considers a box-constrained global optimization problem for Lipschitz-continuous functions with an unknown Lipschitz constant. Motivated by the famous DIRECT (DIviding RECTangles), a new HALRECT (HALving RECTangles) algorithm is introduced. A new deterministic approach combines halving...

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Bibliographic Details
Published in:	Journal of global optimization Vol. 88; no. 1; pp. 139 - 169
Main Authors:	Stripinis, Linas, Paulavičius, Remigijus
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.01.2024 Springer
Subjects:	Algorithms Computer Science Mathematics Mathematics and Statistics Operations Research/Decision Theory Optimization Real Functions DIRECT-type algorithm Global optimization Lipschitz optimization 65K05 78M50 90C99 Sampling-based algorithm 65K10 74P99 Derivative-free optimization
ISSN:	0925-5001, 1573-2916
Online Access:	Get full text
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