Global Optimization of Multivariate Holderian Functions Using Overestimators - Open Access Library Journal

OALibJ > Vol.4 No.5, May 2017

Global Optimization of Multivariate Holderian Functions Using Overestimators ()

HTML XML

Download as PDF (Size: 1322KB) PP. 1-18

DOI: 10.4236/oalib.1103511 1,282 Downloads 2,313 Views Citations

Author(s)

Amine Yahyaoui¹, Hamadi Ammar²

Affiliation(s)

¹Faculty of Sciences of Bizerte, Carthage University, Tunis, Tunisia.
²Faculty of Economics and Management of Nabeul, Carthage University, Tunis, Tunisia.

ABSTRACT

This paper deals with the global optimization of several variables Holderian functions. An algorithm using a sequence of overestimators of a single variable objective function was developed converging to the maximum. Then by the use of α-dense curves, we show how to implement this algorithm in a multidimensional optimization problem. Finally, we validate the algorithm by testing it on some test functions.

KEYWORDS

Global Optimization, Branch and Bound, Holderian Functions, Alienor Method

Share and Cite:

Yahyaoui, A. and Ammar, H. (2017) Global Optimization of Multivariate Holderian Functions Using Overestimators. Open Access Library Journal, 4, 1-18. doi: 10.4236/oalib.1103511.

Journals Menu

Follow SCIRP

	+1 323-425-8868
	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Journals Menu

Home

About SCIRP

Service

Policies