DagSemProc.04401.11.pdf
- Filesize: 312 kB
- 22 pages
Document
Optimal algorithms for global optimization in case of unknown Lipschitz constant
Author
-
Part of:
Volume:
Dagstuhl Seminar Proceedings, Volume 4401
Series: Dagstuhl Seminar Proceedings (DagSemProc) - License:
Creative Commons Attribution 4.0 International license
- Publication Date: 2005-04-19
Cite AsGet BibTex
Matthias U. Horn. Optimal algorithms for global optimization in case of unknown Lipschitz constant. In Algorithms and Complexity for Continuous Problems. Dagstuhl Seminar Proceedings, Volume 4401, pp. 1-22, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2005)
https://doi.org/10.4230/DagSemProc.04401.11
https://doi.org/10.4230/DagSemProc.04401.11
Abstract
We consider a family of function classes which
allow functions with several minima and which
demand only Lipschitz continuity for smoothness.
We present an algorithm almost optimal for each of
these classes.
Keywords
- Global optimization
- Lipschitz functions
- optimal rate of convergence
- complexity
Metrics
- Access Statistics
-
Total Accesses (updated on a weekly basis)
0PDF Downloads