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 inKybernetes Vol. 28; no. 2; pp. 164 - 180
Main Authors Mora, Gaspar, Cherruault, Yves
Format Journal Article
LanguageEnglish
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.
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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10.1016/0895-7177(93)90003-H
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Snippet 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...
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...
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...
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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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