Yd. Sergeyev et al., Two methods for solving optimization problems arising in electronic measurements and electrical engineering, SIAM J OPTI, 10(1), 1999, pp. 1-21
In this paper we introduce a common problem in electronic measurements and
electrical engineering: finding the first root from the left of an equation
in the presence of some initial conditions. We present examples of electro
technical devices (analog signal filtering), where it is necessary to solve
it. Two new methods for solving this problem, based on global optimization
ideas, are introduced. The first uses the exact a priori given global Lips
chitz constant for the first derivative. The second method adaptively estim
ates local Lipschitz constants during the search. Both algorithms either fi
nd the first root from the left or determine the global minimizers (in the
case when the objective function has no roots). Sufficient conditions for c
onvergence of the new methods to the desired solution are established in bo
th cases. The results of numerical experiments for real problems and a set
of test functions are also presented.