Non-uniform Covering Global Minimization Algorithm for Hölder Continuous Functions

In this work, the global optimization problem with a multiextre-mal objective function satisfying the Hölder condition, is considered. In the one dimensional case, the algorithm presented is based on the method of non-uniform coverings proposed by Yu. G. Evtushenko for functions that comply with the Lipschitz condition. The algorithm is then some what easily and has the advantage to avoid the use of auxiliary calculations which permits to considerably reduce the calculation time. The convergence of the method is also studied and numerical experiments carried out on several test functions show quite promising performance of the algorithm.