SEVERAL APPROACHES TO GENERALIZATION OF THE DIRECT METHOD TO PROBLEMS WITH FUNCTIONAL CONSTRAINTS |
| 6 | |
| 2013 |
| scientific article | 534.1; 621.9 | ||
| 189-215 |
| Two approaches are proposed to generalize the Lipschitz global optimization method without Lipschitz constant evaluation (the DIRECT method) to the problems with functional constraints. The first approach uses the reduction to unconstrained optimization problems. The second one directly extends the DIRECT method principles to the problems with constraints. Three new methods have been constructed and justified, convergence has been investigated, and a numerical study has been made. |
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