Optimal algorithms for global optimization in case of unknown Lipschitz constant

Abstract

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)
DOI: 10.1016/j.jco.2005.06.006

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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} }