Diagonal Partitioning Strategy Using Bisection of Rectangles and a Novel Sampling Scheme

In this paper we consider a global optimization problem, where the objective function is supposed to be Lipschitz-continuous with an unknown Lipschitz constant. Based on the recently introduced BIRECT (BIsection of RECTangles) algorithm, a new diagonal partitioning and sampling scheme is introduced. 0ur framework, called BIRECT-V (where V stands for vertices), combines bisection with sampling … Read more