A Branch and Bound Algorithm for the Global Optimization of Hessian Lipschitz Continuous Functions
We present a branch and bound algorithm for the global optimization of a twice differentiable nonconvex objective function with a Lipschitz continuous Hessian over a compact, convex set. The algorithm is based on applying cubic regularisation techniques to the objective function within an overlappin...
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| বিন্যাস: | Journal article |
| প্রকাশিত: |
2012
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A branch and bound algorithm for the global optimization of Hessian Lipschitz continuous functions
প্রকাশিত 2012
Journal article