Research output: Contribution to journal › Article › peer-review
Acceleration procedure for special classes of multi-extremal problems. / Bykadorov, Igor.
In: Optimization Letters, Vol. 13, No. 8, 01.11.2019, p. 1819-1835.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Acceleration procedure for special classes of multi-extremal problems
AU - Bykadorov, Igor
PY - 2019/11/1
Y1 - 2019/11/1
N2 - We suggest an approach to solve special classes of multi-extreme problems to optimize the combination (e.g., sum, product) of several functions, under the assumption that the effective algorithms to optimize each of this item are known. The algorithm proposed is iterative. It realizes one of the idea of the branch-and-bound method and consists in successive correcting of the low and the upper bounds of optimal value of objective functions. In each iteration, the total area of the considered region that may contain the image optimal point, decreases at least twice. Various techniques that accelerate the process of finding solutions are discussed.
AB - We suggest an approach to solve special classes of multi-extreme problems to optimize the combination (e.g., sum, product) of several functions, under the assumption that the effective algorithms to optimize each of this item are known. The algorithm proposed is iterative. It realizes one of the idea of the branch-and-bound method and consists in successive correcting of the low and the upper bounds of optimal value of objective functions. In each iteration, the total area of the considered region that may contain the image optimal point, decreases at least twice. Various techniques that accelerate the process of finding solutions are discussed.
KW - Generalized concavity
KW - Global optimization
KW - Multi-extremal problems
UR - http://www.scopus.com/inward/record.url?scp=85056577081&partnerID=8YFLogxK
U2 - 10.1007/s11590-018-1355-6
DO - 10.1007/s11590-018-1355-6
M3 - Article
AN - SCOPUS:85056577081
VL - 13
SP - 1819
EP - 1835
JO - Optimization Letters
JF - Optimization Letters
SN - 1862-4472
IS - 8
ER -
ID: 17488378