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Erschienen in:
Numerical Algorithms for the Parametric Continuation of Stiff ODEs Deriving from the Modeling of Combustion with Detailed Chemical Mechanisms Kapitel lesen Erstes Kapitel lesen

2020 | OriginalPaper | Buchkapitel

On Acceleration of Derivative-Free Univariate Lipschitz Global Optimization Methods

verfasst von : Dmitri E. Kvasov, Marat S. Mukhametzhanov, Maria Chiara Nasso, Yaroslav D. Sergeyev

Erschienen in: Numerical Computations: Theory and Algorithms

Verlag: Springer International Publishing

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Abstract

Univariate box-constrained global optimization problems are considered, where the objective function is supposed to be Lipschitz continuous and multiextremal. It is assumed that its analytical representation is unknown (the function is given as a “black-box”) and even one its evaluation is a computationally expensive procedure. Geometric and information statistical frameworks for construction of global optimization algorithms are discussed. Several powerful acceleration techniques are described and a number of methods of both classes is constructed by mixing the introduced acceleration ideas. Numerical experiments executed on broad test classes taken from the literature show advantages of the presented techniques with respect to their direct competitors.

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Vorheriges Kapitel On a Comparison of Several Numerical Integration Methods for Ordinary Systems of Differential Equations
Nächstes Kapitel Numerical Simulation of Ski-Jump Hydraulic Behavior
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Metadaten
Titel
On Acceleration of Derivative-Free Univariate Lipschitz Global Optimization Methods
verfasst von
Dmitri E. Kvasov
Marat S. Mukhametzhanov
Maria Chiara Nasso
Yaroslav D. Sergeyev
Copyright-Jahr
2020
Buch
Numerical Computations: Theory and Algorithms

Print ISBN: 978-3-030-40615-8

Electronic ISBN: 978-3-030-40616-5

Copyright-Jahr: 2020

DOI
https://doi.org/10.1007/978-3-030-40616-5_38