INFLUENCE OF LIPSCHITZ BOUNDS ON THE SPEED OF GLOBAL OPTIMIZATION
提出一种基于单纯形顶点函数值和外接球半径的利普希茨函数界，实验评估了该界及其组合在分支定界算法中求解多维全局优化问题的效率，并研究了不同界对算法性能的影响。
Global optimization methods based on Lipschitz bounds have been analyzed and applied widely to solve various optimization problems. In this paper a bound for Lipschitz function is proposed, which is computed using function values at the vertices of a simplex and the radius of the circumscribed sphere. The efficiency of a branch and bound algorithm with proposed bound and combinations of bounds is evaluated experimentally while solving a number of multidimensional test problems for global optimization. The influence of different bounds on the performance of a branch and bound algorithm has been investigated.