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Geometry and combinatorics of the cutting angle method

journal contribution
posted on 2003-08-01, 00:00 authored by Gleb BeliakovGleb Beliakov
Lower approximation of Lipschitz functions plays an important role in deterministic global optimization. This article examines in detail the lower piecewise linear approximation which arises in the cutting angle method. All its local minima can be explicitly enumerated, and a special data structure was designed to process them very efficiently, improving previous results by several orders of magnitude. Further, some geometrical properties of the lower approximation have been studied, and regions on which this function is linear have been identified explicitly. Connection to a special distance function and Voronoi diagrams was established. An application of these results is a black-box multivariate random number generator, based on acceptance-rejection approach.

History

Journal

Optimization

Volume

52

Pagination

379-394

Location

London, England

ISSN

0233-1934

eISSN

1029-4945

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

Copyright notice

2003, Taylor & Francis

Issue

4-5

Publisher

Taylor & Francis