Journal article
Global optimization in Hilbert space
Abstract
We propose a complete-search algorithm for solving a class of non-convex, possibly infinite-dimensional, optimization problems to global optimality. We assume that the optimization variables are in a bounded subset of a Hilbert space, and we determine worst-case run-time bounds for the algorithm under certain regularity conditions of the cost functional and the constraint set. Because these run-time bounds are independent of the number of …
Authors
Houska B; Chachuat B
Journal
Mathematical Programming, Vol. 173, No. 1-2, pp. 221–249
Publisher
Springer Nature
Publication Date
1 2019
DOI
10.1007/s10107-017-1215-7
ISSN
0025-5610