An approximation method for the optimization of continuous functions of n variables by densifying their domains
Most of the known optimization methods for a given continuous function f defined on a compact set H = i=1,..,n[ai,bi] require strong conditions on f. In the early 1980s, Cherruault proposed a method, called ALIENOR which was able to reduce the multidimensional optimization problem to another one-dim...
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Published in | Kybernetes Vol. 28; no. 2; pp. 164 - 180 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
London
MCB UP Ltd
01.03.1999
Emerald Group Publishing Limited |
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Abstract | Most of the known optimization methods for a given continuous function f defined on a compact set H = i=1,..,n[ai,bi] require strong conditions on f. In the early 1980s, Cherruault proposed a method, called ALIENOR which was able to reduce the multidimensional optimization problem to another one-dimensional optimization: the optimization of the restriction fh* of f to some adequate -dense curve h into the domain H. The characterization, the generation of such curves as well as the theoretic calculation times associated with them, have been studied previously by the authors. Their consequences and the general problem concerning the error in the approximation to global minimum of f and the minimization of the error itself, that such reduction produces, will be the subject of this paper. |
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AbstractList | The reduction of a multidimensional problem to a one-dimensional one, depending on the specific context where it is used, can be found in a very large class of mathematical situations. This is focused on a middle level between two old problems, namely, the space-filling curves such as the Peano, Hilbert, Sierpinski curves and so on, and the problem consisting of the representation of a continuous function defined on an n-dimensional cube. Most of the known optimization methods for a given continuous function f defined on a compact set H i1,..,nai,bi require strong conditions on f. In the early 1980s, Cherruault proposed a method, called ALIENOR which was able to reduce the multidimensional optimization problem to another onedimensional optimization the optimization of the restriction fh of f to some adequate dense curve h into the domain H. The characterization, the generation of such curves as well as the theoretic calculation times associated with them, have been studied previously by the authors. Their consequences and the general problem concerning the error in the approximation to global minimum of f and the minimization of the error itself, that such reduction produces, will be the subject of this paper. Most of the known optimization methods for a given continuous function f defined on a compact set H = i=1,..,n[ai,bi] require strong conditions on f. In the early 1980s, Cherruault proposed a method, called ALIENOR which was able to reduce the multidimensional optimization problem to another one-dimensional optimization: the optimization of the restriction fh* of f to some adequate -dense curve h into the domain H. The characterization, the generation of such curves as well as the theoretic calculation times associated with them, have been studied previously by the authors. Their consequences and the general problem concerning the error in the approximation to global minimum of f and the minimization of the error itself, that such reduction produces, will be the subject of this paper. |
Author | Cherruault, Yves Mora, Gaspar |
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SubjectTerms | Biocybernetics Cybernetics Dense curve Global optimization Mathematical models Methods Transformation |
Title | An approximation method for the optimization of continuous functions of n variables by densifying their domains |
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