TITLE:
Global Optimization of Multivariate Holderian Functions Using Overestimators
AUTHORS:
Amine Yahyaoui, Hamadi Ammar
KEYWORDS:
Global Optimization, Branch and Bound, Holderian Functions, Alienor Method
JOURNAL NAME:
Open Access Library Journal,
Vol.4 No.5,
May
5,
2017
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.