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The structure of multivariate models and the range of definition. (English) Zbl 1211.90187

Dzemyda, Gintautas et al., Stochastic and global optimization. Dedicated to Prof. Jonas Močkus on his 70th birthday (June 18, 2001). Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-0484-2/hbk). Nonconvex Optim. Appl. 59, 209-219 (2002).
Summary: The paper deals with a decomposition of a multivariate function into the summands of different dimensionality. The proposed methods of structure analysis enable to approximate the multidimensional function (the objective function in optimisation) by the functions of fewer variables. It is shown that step by step partition of the range of definition may be used to reduce the interactions of variables in the parts.
For the entire collection see [Zbl 0986.00084].

MSC:

90C26 Nonconvex programming, global optimization
90C59 Approximation methods and heuristics in mathematical programming
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