Title Analysis of different norms and corresponding Lipschitz constants for global optimization /
Translation of Title Skirtingų normų ir jas atitinkančių Lipšico konstantų analizė globaliai optimizacijai.
Authors Paulavičius, Remigijus ; Žilinskas, Julius
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Is Part of Ūkio technologinis ir ekonominis vystymas. 2006, Vol. 12, no. 4, p. 301-306.. ISSN 1392-8619
Keywords [eng] Optimization, global ; Algorithm, branch and bound ; Optimization, Lipschitz ; Norms, different ; Constant, Lipschitz
Abstract [eng] 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.
Type Journal article
Language English
Publication date 2006