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Influence of Lipschitz bounds on the speed of global optimization

    Remigijus Paulavičius Affiliation
    ; Julius Žilinskas Affiliation

Abstract

Global 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.

Keyword : global optimization, Lipschitz optimization, Lipschitz bounds, branch and bound algorithm

How to Cite
Paulavičius, R., & Žilinskas, J. (2012). Influence of Lipschitz bounds on the speed of global optimization. Technological and Economic Development of Economy, 18(1), 54-66. https://doi.org/10.3846/20294913.2012.661170
Published in Issue
Apr 10, 2012
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