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Avtomatika i Telemekhanika, 2020, Issue 8, Pages 84–105
DOI: https://doi.org/10.31857/S0005231020080073 (Mi at15565) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Topical issue

Diagonal generalizaton of the direct method for problems with constraints

S. Yu. Gorodetsky

Lobachevsky Nizhny Novgorod State University, Nizhny Novgorod, Russia
Full-text PDF (599 kB) Citations (1)
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DOI: https://doi.org/10.31857/S0005231020080073
Abstract: The DIRECT method solves Lipschitz global optimization problems on a hyperinterval with an unlimited range of Lipschitz constants. We propose an extension of the DIRECT method principles to problems with multiextremal constraints is proposed when two evaluations of functions at the ends of the chosen main diagonals are used at once. We present computational illustrations, including the solution of a problem with discontinuities. We also perform convergence analysis.
Keywords: global optimization, Lipschitz functions, DIRECT method, multiextremal constraints, discontinuous functions, two-point diagonal scheme, numerical experiments.
Presented by the member of Editorial Board: B. T. Polyak

Received: 23.07.2019
Revised: 06.10.2019
Accepted: 30.01.2020
English version:
Automation and Remote Control, 2020, Volume 81, Issue 8, Pages 1431–1449
DOI: https://doi.org/10.1134/S0005117920080068
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. Yu. Gorodetsky, “Diagonal generalizaton of the direct method for problems with constraints”, Avtomat. i Telemekh., 2020, no. 8, 84–105; Autom. Remote Control, 81:8 (2020), 1431–1449
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/at/y2020/i8/p84
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    References:23
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