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Piecewise linear bounding functions for univariate global optimization

... in global optimization where such bounds are used by deterministic methods to reduce the search area. It should be noted that bounding functions are expected to be relatively easy to construct and manipulate with. We propose to use piecewise linear estimators for bounding univariate functions. The rules proposed in the paper enable an automated synthesis of lower and upper bounds from the function’s expression in an algebraic form. Numerical examples presented in the paper demonstrate the high ...

Теги: deterministic methods , estimators , piecewise linear functions , univariate global optimization , global optimization , automated synthesis , bounding functions , lower and upper bounds , piece-wise linear functions , univariate , univariate functions , piecewise l


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