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Diagonal Numerical Methods for Solving Lipschitz Global Optimization Problems

Dmitri E. Kvasov — 2008

Bollettino dell'Unione Matematica Italiana

This paper briefly describes some results of the author's PhD thesis, which has been specially mentioned by the Italian INdAM-SIMAI Committee for the Competition "The Best PhD Thesis in Applied Mathematics defended in 2004-2006". In this work, a global optimization problem is considered where the objective function is a multidimensional black-box function satisfying the Lipschitz condition over a hyperinterval and hard to evaluate. Such functions are frequently encountered in practice that explains...

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