Lipschitz continuity and the termination of interval methods for global optimization

Lipschitz continuity and the termination of interval methods for global optimization

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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:
Abstract:

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.

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