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Extended cutting angle method of global optimization Beliakov, Gleb 2008, Extended cutting angle method of global optimization, Pacific journal of optimization, vol. 4, no. 1, pp. 153-176. Attached Files Name Description MIMEType Size Downloads beliakov-extendedcutting-2008.pdf Published version application/pdf 309.88KB 24 Title Extended cutting angle method of global optimization Author(s) Beliakov, Gleb Journal name Pacific journal of optimization Volume number 4 Issue number 1 Start page 153 End page 176 Publisher Yokohama Publishers Place of publication Yokohama, Japan Publication date 2008-01-01 ISSN 1348-9151 Keyword(s) global optimization Lipschitz optimization abstract convexity cutting angle method Sawtooth underestimate Summary Methods of Lipschitz optimization allow one to find and confirm the global minimum of multivariate Lipschitz functions using a finite number of function evaluations. This paper extends the Cutting Angle method, in which the optimization problem is solved by building a sequence of piecewise linear underestimates of the objective function. We use a more flexible set of support functions, which yields a better underestimate of a Lipschitz objective function. An efficient algorithm for enumeration of all local minima of the underestimate is presented, along with the results of numerical experiments. One dimensional Pijavski-Shubert method arises as a special case of the proposed approach. Notes Every reasonable effort has been made to ensure that permission has been obtained for items included in Deakin Research Online. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au Language eng Field of Research 010303 Optimisation 080205 Numerical Computation 010301 Numerical Analysis Socio Economic Objective 970101 Expanding Knowledge in the Mathematical Sciences HERDC Research category C1 Refereed article in a scholarly journal HERDC collection year 2009 Copyright notice ©2008, Yokohama Publishers Persistent URL http://hdl.handle.net/10536/DRO/DU:30017549 Document type: Journal Article Collections: School of Information Technology Open Access Collection Related Links Link Description Connect to published version (restricted access) Go to link with your DU access privileges     Link to Related Work Extended cutting angle method of global optimization (deposited 08-03-2014) Yokohama Publishers Publisher (deposited 17-10-2011)   Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au. Versions Version Filter Type Fri, 14 Aug 2009, 13:54:32 EST Mon, 19 Oct 2009, 14:48:53 EST Mon, 19 Oct 2009, 14:59:16 EST Wed, 04 Nov 2009, 14:08:55 EST Wed, 04 Nov 2009, 14:10:36 EST Mon, 23 Jul 2012, 17:01:46 EST Filtered Full Citation counts:   Cited 4 times in TR Web of Science Cited 4 times in Scopus Search Google Scholar Access Statistics: 427 Abstract Views, 24 File Downloads  -  Detailed Statistics Created: Fri, 14 Aug 2009, 13:54:32 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.