论文信息 - A primal-dual integral method in global optimization

A primal-dual integral method in global optimization

Using the Fenchel conjugate F c of Ph u's Volume function F of a given essentially bounded measurable function f deened on the bounded box D R n , the integral method of Chew / Zheng for global optimization is modiied to a superlinearly convergent method with respect to the level sequence. Numerical results are given for low dimensional functions with a strict global essential supremum.

Armin Hoffmann | Jens Hichert | Huan Xoang Phú | Rüdiger Reinhardt

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