%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