Multivariate Lipschitz optimization: Survey and computational comparison
Conference
·
OSTI ID:36111
Many methods have been proposed to minimize a multivariate Lipschitz function on a box. They pertain the three approaches: (i) reduction to the univariate case by projection (Pijavskii) or by using a space-filling curve (Strongin); (ii) construction and refinement of a single upper bounding function (Pijavskii, Mladineo, Mayne and Polak, Jaumard Hermann and Ribault, Wood...); (iii) branch and bound with local upper bounding functions (Galperin, Pint{acute e}r, Meewella and Mayne, the present authors). A survey is made, stressing similarities of algorithms, expressed when possible within a unified framework. Moreover, an extensive computational comparison is reported on.
- OSTI ID:
- 36111
- Report Number(s):
- CONF-9408161-; TRN: 94:009753-0385
- Resource Relation:
- Conference: 15. international symposium on mathematical programming, Ann Arbor, MI (United States), 15-19 Aug 1994; Other Information: PBD: 1994; Related Information: Is Part Of Mathematical programming: State of the art 1994; Birge, J.R.; Murty, K.G. [eds.]; PB: 312 p.
- Country of Publication:
- United States
- Language:
- English
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