Novel Algorithm for Linearly Constrained Derivative Free Global Optimization of Lipschitz Functions

Novel Algorithm for Linearly Constrained Derivative Free Global Optimization of Lipschitz Functions

This paper introduces an innovative extension of the DIRECT algorithm specifically designed to solve global optimization problems that involve Lipschitz continuous functions subject to linear constraints. Our approach builds upon recent advancements in DIRECT-type algorithms, incorporating novel tec...

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Bibliographic Details
Main Authors: Linas Stripinis, Remigijus Paulavičius
Format: Article
Language:English
Published: MDPI AG 2023-06-01
Series:Mathematics
Subjects:
global optimization
derivative-free optimization
partitioning
DIRECT-type algorithms
linear constraints
constraint handling techniques
Online Access:https://www.mdpi.com/2227-7390/11/13/2920

Internet

https://www.mdpi.com/2227-7390/11/13/2920

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