Linear Homogeneous Algorithms of Global Optimization

摘要：

The class of homogeneous algorithms (resistant to the shifting of objective function on a constant) is introduced. For this class it is proved that algorithms of global optimization exist for all models of objective function satisfying certain requirements. For the case of linear algorithm the condition stipulating on the model of objective function, guaranteeing convergence for Lipchitz functions is proved. Examples of existing algorithms which are linear and homogeneous (e.g., algorithms on the basis of RSM) are made.

关键词： global optimization black boz function homogeneous algorithms Response Surface Methodology splines

作者: S. M. Elsakov V. I. Shiryaev

作者单位: South Ural State University, Chelyabinsk, 454080, Russia

会议类型: 国际会议

会议名称: The First World Congress on Global Optimization in Engineering & Science(第一届工程与科学全局优化国际会议 WCGO2009)

会议地点: 长沙

会议语种:英文

页码: 241-247

在线出版日期: 2009-06-01（万方平台首次上网日期，不代表论文的发表时间）