%0 Journal Article
%T Global Optimization of Multivariate Holderian Functions Using Overestimators
%A Amine Yahyaoui
%A Hamadi Ammar
%J Open Access Library Journal
%V 4
%N 5
%P 1-18
%@ 2333-9721
%D 2017
%I Open Access Library
%R 10.4236/oalib.1103511
%X
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 ¦Á-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.
%K Global Optimization
%K Branch and Bound
%K Holderian Functions
%K Alienor Method
%U http://www.oalib.com/paper/5284535