Vilnius University, Institute of Mathematics and Informatics, Akademijos g. 4, LT-08663 Vilnius, Lithuania; Vilnius Pedagogical University, Studentų g. 39, LT-08106 Vilnius, Lithuania
Vilnius University, Institute of Mathematics and Informatics, Akademijos g. 4, LT-08663 Vilnius, Lithuania; Vilnius Gediminas Technical University, Saulėtekio al. 11, LT-10223 Vilnius, Lithuania
Global optimization methods based on Lipschitz bounds have been analyzed and applied widely to solve various optimization problems. In this paper a bound for Lipschitz function is proposed, which is computed using function values at the vertices of a simplex and the radius of the circumscribed sphere. The efficiency of a branch and bound algorithm with proposed bound and combinations of bounds is evaluated experimentally while solving a number of multidimensional test problems for global optimization. The influence of different bounds on the performance of a branch and bound algorithm has been investigated.
Paulavičius, R., & Žilinskas, J. (2012). Influence of Lipschitz bounds on the speed of global optimization. Technological and Economic Development of Economy, 18(1), 54-66. https://doi.org/10.3846/20294913.2012.661170
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
