Document Open Access Logo

Optimal algorithms for global optimization in case of unknown Lipschitz constant

Author Matthias U. Horn



PDF
Thumbnail PDF

File

DagSemProc.04401.11.pdf
  • Filesize: 312 kB
  • 22 pages

Document Identifiers

Author Details

Matthias U. Horn

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

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)
    0
    PDF Downloads
Questions / Remarks / Feedback
X

Feedback for Dagstuhl Publishing


Thanks for your feedback!

Feedback submitted

Could not send message

Please try again later or send an E-mail