Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics]
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Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics], 2021, Issue 3, Pages 70–85
DOI: https://doi.org/10.26456/vtpmk624
(Mi vtpmk624)
 

This article is cited in 3 scientific papers (total in 3 papers)

System Analysis, Control and Data Processing

Two modifications of extension of Piyavskii's global optimization algorithm to a function continuous on a compact interval and its convergence

V. I. Zabotin, P. A. Chernyshevsky

Kazan National Research Technical University named after A. N. Tupolev, Kazan
Full-text PDF (562 kB) Citations (3)
References:
Abstract: R.J. Vanderbei in his works proves that any continuous on a compact set function has the $\varepsilon $-Lipschitz property which extends conventional Lipschitz continuity. Based on this feature Vanderbei proposed one extension of Piyavskii’s global optimization algorithm to the continuous function case. In this paper we propose one modification of the Vanderbei’s algorithm for a positive $\varepsilon $-constant and another modification for a positive $\varepsilon $-constant and $\varepsilon $ value independent termination condition. We prove proposed methods convergence and perform several computational experiments with designed software for known test functions.
Keywords: $\varepsilon$-Lipschitz continuity, continuous function, global optimization, algorithm convergence.
Received: 07.08.2021
Revised: 01.09.2021
Bibliographic databases:
Document Type: Article
UDC: 519.658.4
Language: Russian
Citation: V. I. Zabotin, P. A. Chernyshevsky, “Two modifications of extension of Piyavskii's global optimization algorithm to a function continuous on a compact interval and its convergence”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2021, no. 3, 70–85
Citation in format AMSBIB
\Bibitem{ZabChe21}
\by V.~I.~Zabotin, P.~A.~Chernyshevsky
\paper Two modifications of extension of Piyavskii's global optimization algorithm to a function continuous on a compact interval and its convergence
\jour Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.]
\yr 2021
\issue 3
\pages 70--85
\mathnet{http://mi.mathnet.ru/vtpmk624}
\crossref{https://doi.org/10.26456/vtpmk624}
\elib{https://elibrary.ru/item.asp?id=46694248}
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  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics]
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