Abstract
Univariate Lipschitz global optimization problems are considered in this contribution. It is shown that in cases, where it is required to solve a scaled problem with very small or very large finite scaling constants, ill-conditioning can be provoked by scaling. It is established that this situation can be avoided using numerical infinities and infinitesimals. For this purpose, a new kind of a supercomputer – the Infinity Computer – that is able to work numerically with finite, infinite and infinitesimal numbers in a unique framework is used. Numerical experiments on benchmark test problems from the literature confirm the obtained results.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have