Implementation of the ALIENOR technique in the multidimensional bissection method and application to global optimization: a new accelerated algorithm
H. Ammar
(MEDIMAT, Université Pierre et Marie Curie, Paris, France)
Y. Cherruault
(MEDIMAT, Université Pierre et Marie Curie, Paris, France)
77
Abstract
Using the ALIENOR transformation avoids the problem of determining the first and second derivatives of the objective functional f when using the multidimensional bissection method. Knowledge of the Lipschitzian constant C is generally sufficient for using this method, and therefore for determining the global maximum of f defined on a compact set.
Keywords
Citation
Ammar, H. and Cherruault, Y. (1995), "Implementation of the ALIENOR technique in the multidimensional bissection method and application to global optimization: a new accelerated algorithm", Kybernetes, Vol. 24 No. 5, pp. 31-40. https://doi.org/10.1108/03684929510147272
Publisher
:MCB UP Ltd
Copyright © 1995, MCB UP Limited