A depth-first Lipschitz based global maximization algorithm

Type of content
Discussion / Working Papers
Publisher's DOI/URI
Thesis discipline
Degree name
Research Report
Publisher
University of Canterbury. Dept. of Mathematics
Journal Title
Journal ISSN
Volume Title
Language
Date
1993
Authors
Murray, Rua
Stephens, Chris
Abstract

A depth-first analog to the Lipschitz based Piyavskii-Shubert global maximization algorithm is presented. To within any given tolerance, the algorithm is shown to return a global maximum and maximizer for a uni-variate Lipschitz continuous function. This result is extended to a broader class of uni-variate functions. Empirical comparisons of Piyavskii-Shubert with several variations of the new algorithm are made.

Description
Citation
Keywords
Ngā upoko tukutuku/Māori subject headings
ANZSRC fields of research
Field of Research::01 - Mathematical Sciences
Rights
Copyright Rua Murray