You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Implemented the Shubert-Piyavskii method for minimization
The Shubert-Piyavskii method optimizes a univariate, Lipschitz continuous function inside a specified interval. Given an accurate Lipschitz constant, it is guaranteed to come within an arbitrary epsilon of the true global minimum. Unlike most other deterministic global optimizations algorithm (e.g., golden-section search), it is not restricted to unimodal functions; moreover, it does not require an initial guess. It deterministically samples points from ever-narrowing subintervals of the search space until the sampled best point is sufficiently close to the lower bound given by the Lipschitz constant.
I have added an implementation of an SP solver in crates/argmin/src/solver/shubertpiyavskii/, modifying crates/argmin/src/lib.rs and crates/argmin/src/solver/mod.rs accordingly. Additionally, I have added an example run of the solver to examples/shubertpiyavskii/.
0 commit comments