Metaheuristic vs. deterministic global optimization algorithms: The univariate case

DE Kvasov, MS Mukhametzhanov - Applied Mathematics and Computation, 2018 - Elsevier
Many practical problems involve the search for the global extremum in the space of the
system parameters. The functions to be optimized are often highly multiextremal, black-box …

Acceleration of univariate global optimization algorithms working with Lipschitz functions and Lipschitz first derivatives

D Lera, YD Sergeyev - SIAM Journal on Optimization, 2013 - SIAM
This paper deals with two kinds of the one-dimensional global optimization problem over a
closed finite interval:(i) the objective function f(x) satisfies the Lipschitz condition with a …

Deterministic approaches for solving practical black-box global optimization problems

DE Kvasov, YD Sergeyev - Advances in Engineering Software, 2015 - Elsevier
In many important design problems, some decisions should be made by finding the global
optimum of a multiextremal objective function subject to a set of constrains. Frequently …

A deterministic global optimization using smooth diagonal auxiliary functions

YD Sergeyev, DE Kvasov - … in Nonlinear Science and Numerical Simulation, 2015 - Elsevier
In many practical decision-making problems it happens that functions involved in
optimization process are black-box with unknown analytical representations and hard to …

Convergence conditions and numerical comparison of global optimization methods based on dimensionality reduction schemes

V Grishagin, R Israfilov, Y Sergeyev - Applied Mathematics and …, 2018 - Elsevier
This paper is devoted to numerical global optimization algorithms applying several ideas to
reduce the problem dimension. Two approaches to the dimensionality reduction are …

[HTML][HTML] Safe global optimization of expensive noisy black-box functions in the -Lipschitz framework

YD Sergeyev, A Candelieri, DE Kvasov, R Perego - Soft Computing, 2020 - Springer
In this paper, the problem of safe global maximization (it should not be confused with robust
optimization) of expensive noisy black-box functions satisfying the Lipschitz condition is …

Lipschitz and Hölder global optimization using space-filling curves

D Lera, YD Sergeyev - Applied Numerical Mathematics, 2010 - Elsevier
In this paper, the global optimization problem miny∈ SF (y) with S=[a, b], a, b∈ RN, and F
(y) satisfying the Lipschitz condition, is considered. To deal with it four algorithms are …

Higher order numerical differentiation on the Infinity Computer

YD Sergeyev - Optimization Letters, 2011 - Springer
There exist many applications where it is necessary to approximate numerically derivatives
of a function which is given by a computer procedure. In particular, all the fields of …

Lipschitz global optimization methods in control problems

DE Kvasov, YD Sergeyev - Automation and Remote Control, 2013 - Springer
Many control problems involve the search for the global extremum in the space of states or
the parameters of the system under study, which leads to the necessity of using effective …

Novel local tuning techniques for speeding up one-dimensional algorithms in expensive global optimization using Lipschitz derivatives

YD Sergeyev, MC Nasso, MS Mukhametzhanov… - … of Computational and …, 2021 - Elsevier
Lipschitz global optimization is an important research field with numerous applications in
engineering, electronics, machine learning, optimal decision making, etc. In many of these …