Bounded lower subdifferentiability optimization techniques : applications

Beliakov, Gleb and Ferrer, Albert 2010, Bounded lower subdifferentiability optimization techniques : applications, Journal of global optimization, vol. 47, no. 2, pp. 211-231, doi: 10.1007/s10898-009-9467-2.

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Title Bounded lower subdifferentiability optimization techniques : applications
Author(s) Beliakov, GlebORCID iD for Beliakov, Gleb
Ferrer, Albert
Journal name Journal of global optimization
Volume number 47
Issue number 2
Start page 211
End page 231
Total pages 21
Publisher Springer
Place of publication New York, N.Y.
Publication date 2010-06
ISSN 0925-5001
Keyword(s) lipschitz and quasiconvex programming
global optimization
cutting angle method
abstract convexity
Summary 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.
Notes Published online: 17 September 2009
Language eng
DOI 10.1007/s10898-009-9467-2
Field of Research 010301 Numerical Analysis
010303 Optimisation
Socio Economic Objective 970101 Expanding Knowledge in the Mathematical Sciences
HERDC Research category C1 Refereed article in a scholarly journal
HERDC collection year 2010
Copyright notice ©2009, Springer
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