Influence of Lipschitz bounds on the speed of global optimization
Influence of Lipschitz bounds on the speed of global optimization
Author(s): Remigijus Paulavičius, Julius ŽilinskasSubject(s): Economy
Published by: Vilnius Gediminas Technical University
Keywords: global optimization, Lipschitz optimization, Lipschitz bounds, branch and bound algorithm, C 61
Summary/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.
Journal: Technological and Economic Development of Economy
- Issue Year: 18/2012
- Issue No: 1
- Page Range: 54-66
- Page Count: 13
- Language: English