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Multidimensional Global Search Using Numerical Estimations of Minimized Function Derivatives and Adaptive Nested Optimization Scheme

  • Victor GergelEmail author
  • Alexey Goryachikh
Conference paper
  • 44 Downloads
Part of the Lecture Notes in Computer Science book series (LNCS, volume 11974)

Abstract

This paper proposes a novel approach to the solution of time-consuming multivariate multiextremal optimization problems. This approach is based on integrating the global search method using derivatives of minimized functions and the nested scheme for dimensionality reduction. In contrast with related works novelty is that derivative values are calculated numerically and the dimensionality reduction scheme is generalized for adaptive use of the search information. The obtained global optimization method demonstrates a good performance, which has been confirmed by numerical experiments.

Keywords

Multiextremal optimization Global search algorithms Lipschitz condition Numerical estimations of derivative values Dimensionality reduction Numerical experiments 

Notes

Acknowledgements

The reported study was funded by the RFBR under research project No. 19-07-00242.

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Copyright information

© Springer Nature Switzerland AG 2020

Authors and Affiliations

  1. 1.Department of Software and SupercomputingLobachevsky State UniversityNizhni NovgorodRussia

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