Abstract
Timonov proposes an algorithm for global maximization of univariate Lipschitz functions in which successive evaluation points are chosen in order to ensure at each iteration a maximal expected reduction of the “region of indeterminacy”, which contains all globally optimal points. It is shown that such an algorithm does not necessarily converge to a global optimum.
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Hansen, P., Jaumard, B. & Lu, SH. On Timonov's algorithm for global optimization of univariate Lipschitz functions. J Glob Optim 1, 37–46 (1991). https://doi.org/10.1007/BF00120664
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DOI: https://doi.org/10.1007/BF00120664