An algorithm of simplicial Lipschitz optimization with the bi-criteria selection of simplices for the bi-section

作     者：Gimbutas, Albertas Zilinskas, Antanas 

作者机构：Vilnius Univ Inst Math & Informat Akad 4 LT-08663 Vilnius Lithuania 

出 版 物：《JOURNAL OF GLOBAL OPTIMIZATION》 (全局最优化杂志)

年 卷 期：2018年第71卷第1期

页      面：115-127页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0701[理学-数学] 

基　　金：Research Council of Lithuania [MIP-051/2014] 

主　　题：Lipschitz optimization Global optimization Simplicial partition Multicriteria selection 

摘      要：An algorithm of simplicial optimization is proposed where a bi-criteria selection of a simplex for the bi-section is applied. The first criterion is the minimum of estimated Lipschitz lower bound over the considered simplex. The second criterion is the diameter of the simplex. The results of experimental testing are included.