Multivariate Lipschitz optimization: Survey and computational comparison

Conference · Sat Dec 31 00:00:00 EST 1994

OSTI ID:36111

Hansen, P; Gourdin, E; Jaumard, B

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

Related Subjects

99 MATHEMATICS
COMPUTERS
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MISCELLANEOUS
MATRICES
NUMERICAL SOLUTION
EFFICIENCY
ALGORITHMS
VARIATIONAL METHODS