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Extended univariate algorithms for n-dimensional global optimization

Erweiterte univariate Algorithmen für n-dimensionale globale Optimierung

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Abstract

In recent papers of the author a general class of algorithms was proposed to solve the global optimization problem inn dimensions (n≥1). Here we show that certain types of univariate methods (n=1) can be generalized in a straightforward manner to obtain algorithms for the casen>1. Some numerical test tesults are also reported.

Zusammenfassung

In vorangehenden Arbeiten stelle der Autor eine allgemeine Klasse von Verfahren zur Lösung des Problems der globalen Optimierung inn (n≥1) Dimensionen vor. In dieser Arbeit wird gezeigt, daß einige Typen von univariaten Methoden (n=1) sich direkt verallgemeinern lassen auf den Falln>1. Über numerische Erfahrungen wird berichtet.

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Pintér, J. Extended univariate algorithms for n-dimensional global optimization. Computing 36, 91–103 (1986). https://doi.org/10.1007/BF02238195

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