We consider the global optimization problem for d-variate Lipschitz functions which, in a certain sense, do not increase too slowly in a neighborhood of the global minimizer(s). On these functions, we apply optimization algorithms which use only function values. We propose two adaptive deterministic methods. The first one applies in a situation when the… (More)

Lipschitzian optimization without the Lipschitz constant, in Journal of Optimization Theory and Application

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Cite this paper

@article{Horn2004OptimalAF,
title={Optimal algorithms for global optimization in case of unknown Lipschitz constant},
author={Matthias Horn},
journal={J. Complexity},
year={2004},
volume={22},
pages={50-70}
}