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A trajectory algorithm based on the gradient method I. The search on the quasioptimal trajectories

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Abstract

The global optimization problem is considered under the assumption that the objective function is convex with respect to some variables. A finite subgradient algorithm for the search of an ε-optimal solution is proposed. Results of numerical experiments are presented.

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Authors and Affiliations

  1. Faculty of Computational, Mathematics & Cybernetics, Moscow State University, SU-119899, U.S.S.R.

    E. G. Sturua & S. K. Zavriev

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  1. E. G. Sturua
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  2. S. K. Zavriev
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Sturua, E.G., Zavriev, S.K. A trajectory algorithm based on the gradient method I. The search on the quasioptimal trajectories. J Glob Optim 1, 375–388 (1991). https://doi.org/10.1007/BF00130832

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  • DOI: https://doi.org/10.1007/BF00130832

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