全局优化中不同范数及相应Lipschitz常数的分析

ANALYSIS OF DIFFERENT NORMS AND CORRESPONDING LIPSCHITZ CONSTANTS FOR GLOBAL OPTIMIZATION

Technological and Economic Development of Economy · 2006
被引 29
人大 A-

中文导读

研究了不同范数及其对应的Lipschitz常数如何影响全局优化算法的速度,通过分支定界算法求解测试函数,发现极值范数与欧几里得范数的组合效果最佳。

Abstract

The paper discusses how the used norm and corresponding Lipschitz constant influence the speed of algorithms for global optimization. For this reason Lipschitz constants corresponding to different norms were estimated. Different test functions for global optimization were solved using branch‐and‐bound algorithm for Lipschitz optimization with different norms. Experiments have shown that the best results are achieved when combination of extreme (infinite and first) and sometimes Euclidean norms is used.

Lipschitz常数范数全局优化分支定界算法