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URN: urn:nbn:de:0030-drops-1430
URL: http://drops.dagstuhl.de/opus/volltexte/2005/143/
Horn, Matthias U.

Optimal algorithms for global optimization in case of unknown Lipschitz constant

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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.

BibTeX - Entry

@InProceedings{horn:DSP:2005:143,
  author =	{Matthias U. Horn},
  title =	{Optimal algorithms for global optimization in case of unknown Lipschitz constant},
  booktitle =	{Algorithms and Complexity for Continuous Problems},
  year =	{2005},
  editor =	{Thomas M{\"u}ller-Gronbach and Erich Novak and Knut Petras and Joseph F. Traub},
  number =	{04401},
  series =	{Dagstuhl Seminar Proceedings},
  ISSN =	{1862-4405},
  publisher =	{Internationales Begegnungs- und Forschungszentrum f{\"u}r Informatik (IBFI), Schloss Dagstuhl, Germany},
  address =	{Dagstuhl, Germany},
  URL =		{http://drops.dagstuhl.de/opus/volltexte/2005/143},
  annote =	{Keywords: Global optimization , Lipschitz functions , optimal rate of convergence , complexity}
}

Keywords: Global optimization , Lipschitz functions , optimal rate of convergence , complexity
Seminar: 04401 - Algorithms and Complexity for Continuous Problems
Issue date: 2005
Date of publication: 19.04.2005

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