Global optimization by means of branch and bound with simplex based covering

Jens Clausen ( and Antanas Zilinskas

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We consider the problem of optimizing a Lipshitzian function. A new version of the Branch and Bound technique, based on covering by simplexes, is proposed. The convergence of the algorithm is proved. A two dimensional version is implemented, and numerical results are presented.

Last modified Jan. 13, 1999

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