Optimal algorithms for global optimization in case of unknown Lipschitz constant

Horn, Matthias U.

doi:10.4230/DagSemProc.04401.11

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Optimal algorithms for global optimization in case of unknown Lipschitz constant

Author Matthias U. Horn

Part of: Volume: Dagstuhl Seminar Proceedings, Volume 4401
Part of: Series: Dagstuhl Seminar Proceedings (DagSemProc)
License: Creative Commons Attribution 4.0 International license
Publication Date: 2005-04-19

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DagSemProc.04401.11.pdf

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Document Identifiers

DOI: 10.4230/DagSemProc.04401.11
URN: urn:nbn:de:0030-drops-1430

Author Details

Matthias U. Horn

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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

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.

Subject Classification

Keywords

Global optimization
Lipschitz functions
optimal rate of convergence
complexity

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