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Piecewise linear bounding functions in univariate global optimization

... is of crucial importance in global optimization, where such bounds are used to reduce the search area. We propose to use piecewise linear estimators for bounding univariate functions and show how such estimators can be derived from the function’s algebraic expression. The basic properties of such estimators are formulated and proved. We implemented the algorithms for the automated construction of lower and upper piecewise linear estimators and experimentally compared the proposed approach with ...

Теги: deterministic methods , estimators , piecewise linear functions , univariate global optimization , global optimization , algebraic expression , automated construction , bounding functions , first-order intervals , global optimization algorithm , objective functions
Раздел: ИСЭМ СО РАН


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