Leap Gradient Algorithm

Abstract

The paper proposes a new algorithm for solving global univariate optimization problems. The algorithm does not require convexity of the target function. For a broad variety of target functions after performing (if necessary) several evolutionary leaps the algorithm naturally becomes the standard descent (or ascent) procedure near the global extremum. Moreover, it leads us to an efficient numerical method for calculating the global extrema of univariate real analytic functions.

24 pages, 10 figures

References in corpus (1)

• Acceleration of univariate global optimization algorithms working with Lipschitz functions and Lipschitz first derivatives