Lipschitz continuity and the termination of interval methods for global optimization

Authors
Csallner, AE
Citation
Ae. Csallner, Lipschitz continuity and the termination of interval methods for global optimization, COMPUT MATH, 42(8-9), 2001, pp. 1035-1042
Citations number
12
Categorie Soggetti
Computer Science & Engineering
Journal title
COMPUTERS & MATHEMATICS WITH APPLICATIONS
ISSN journal
08981221 → ACNP
Volume
42
Issue
8-9
Year of publication
2001
Pages
1035 - 1042
Database
ISI
SICI code
0898-1221(200110/11)42:8-9<1035:LCATTO>2.0.ZU;2-N
Abstract
In this paper, it is shown how the Lipschitz continuity of a global optimiz ation problem's objective function influences the termination of a Hansen t ype method. The results concern applying different termination criteria to a Hansen method and retrieving more information than explicitly supplied by a certain criterion. A similar result for Moore-Skelboe methods arises, as a consequence. (C) 2001 Elsevier Science Ltd. All rights reserved.