Article ID: | iaor20021393 |
Country: | United States |
Volume: | 42 |
Issue: | 8/9 |
Start Page Number: | 1035 |
End Page Number: | 1042 |
Publication Date: | Oct 2001 |
Journal: | Computers & Mathematics with Applications |
Authors: | Csallner A.E. |
In this paper, it is shown how the Lipschitz continuity of a global optimization problem's objective function influences the termination of a Hansen type method. The results concern applying different termination criteria to a Hansen method and retrieving more information than explicitly supplied by a certain criterion. A similar result for Moore–Skelboe methods arises, as a consequence.