A depth-first Lipschitz based global maximization algorithm
dc.contributor.author | Murray, Rua | |
dc.contributor.author | Stephens, Chris | |
dc.date.accessioned | 2015-10-12T23:15:42Z | |
dc.date.available | 2015-10-12T23:15:42Z | |
dc.date.issued | 1993 | en |
dc.description.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. | en |
dc.identifier.issn | 0110-537X | |
dc.identifier.uri | http://hdl.handle.net/10092/11143 | |
dc.language.iso | en | |
dc.publisher | University of Canterbury. Dept. of Mathematics | en |
dc.relation.isreferencedby | NZCU | en |
dc.rights | Copyright Rua Murray | en |
dc.rights.uri | https://canterbury.libguides.com/rights/theses | en |
dc.subject.anzsrc | Field of Research::01 - Mathematical Sciences | en |
dc.title | A depth-first Lipschitz based global maximization algorithm | en |
dc.type | Discussion / Working Papers | |
thesis.degree.grantor | University of Canterbury | en |
thesis.degree.level | Research Report | en |
thesis.degree.name | Research Report | en |
uc.bibnumber | 402791 | en |
uc.college | Faculty of Engineering | en |
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