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Bounded lower subdifferentiability optimization techniques : applications
journal contributionposted on 2010-06-01, 00:00 authored by Gleb BeliakovGleb Beliakov, A Ferrer
In this article we develop a global optimization algorithm for quasiconvex programming where the objective function is a Lipschitz function which may have "flat parts". We adapt the Extended Cutting Angle method to quasiconvex functions, which reduces significantly the number of iterations and objective function evaluations, and consequently the total computing time. Applications of such an algorithm to mathematical programming problems inwhich the objective function is derived from economic systems and location problems are described. Computational results are presented.
JournalJournal of global optimization
Pagination211 - 231
LocationNew York, N.Y.
NotesPublished online: 17 September 2009
Publication classificationC1 Refereed article in a scholarly journal
Copyright notice2009, Springer