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Influence of Lipschitz bounds on the speed of global optimization

dc.contributor.authorPaulavičius, Remigijus
dc.contributor.authorŽilinskas, Julius
dc.date.accessioned2023-09-18T20:15:07Z
dc.date.available2023-09-18T20:15:07Z
dc.date.issued2012
dc.identifier.issn2029-4913
dc.identifier.other(BIS)VPU02-000009651
dc.identifier.urihttps://etalpykla.vilniustech.lt/handle/123456789/148211
dc.description.abstractGlobal optimization methods based on Lipschitz bounds have been analyzed and applied widely to solve various optimization problems. In this paper a bound for Lipschitz function is proposed, which is computed using function values at the vertices of a simplex and the radius of the circumscribed sphere. The efficiency of a branch and bound algorithm with proposed bound and combinations of bounds is evaluated experimentally while solving a number of multidimensional test problems for global optimization. The influence of different bounds on the performance of a branch and bound algorithm has been investigated.eng
dc.formatPDF
dc.format.extentp. 54-66
dc.format.mediumtekstas / txt
dc.language.isoeng
dc.relation.isreferencedbySocial Sciences Citation Index (Web of Science)
dc.relation.isreferencedbyScopus
dc.relation.isreferencedbyICONDA
dc.relation.isreferencedbyScience Citation Index Expanded (Web of Science)
dc.relation.isreferencedbyCurrent Abstracts
dc.source.urihttp://www.tandfonline.com/doi/pdf/10.3846/20294913.2012.661170
dc.titleInfluence of Lipschitz bounds on the speed of global optimization
dc.typeStraipsnis Web of Science DB / Article in Web of Science DB
dcterms.references34
dc.type.pubtypeS1 - Straipsnis Web of Science DB / Web of Science DB article
dc.contributor.institutionLietuvos edukologijos universitetas Vilniaus universitetas
dc.contributor.institutionVilniaus universitetas Vilniaus Gedimino technikos universitetas
dc.contributor.facultyFundamentinių mokslų fakultetas / Faculty of Fundamental Sciences
dc.subject.researchfieldS 004 - Ekonomika / Economics
dc.subject.researchfieldN 009 - Informatika / Computer science
dc.subject.researchfieldT 007 - Informatikos inžinerija / Informatics engineering
dc.subject.enGlobal optimization
dc.subject.enLipschitz optimization
dc.subject.enLipschitz bounds
dc.subject.enBranch and bound algorithm
dcterms.sourcetitleTechnological and economic development of economy
dc.description.issueiss. 1
dc.description.volumeVol. 18
dc.publisher.nameTechnika
dc.publisher.cityVilnius
dc.identifier.doiVGT02-000024196
dc.identifier.doiVUB02-000043694
dc.identifier.doi10.3846/20294913.2012.661170
dc.identifier.elaba4306470


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