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DOI: 10.4230/DagSemProc.04401.11
URN: urn:nbn:de:0030-drops-1430
URL: https://drops.dagstuhl.de/opus/volltexte/2005/143/
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Horn, Matthias U.

Optimal algorithms for global optimization in case of unknown Lipschitz constant

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04401.HornMatthias.Paper.143.pdf (0.3 MB)


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:DagSemProc.04401.11,
  author =	{Horn, Matthias U.},
  title =	{{Optimal algorithms for global optimization in case of unknown Lipschitz constant}},
  booktitle =	{Algorithms and Complexity for Continuous Problems},
  pages =	{1--22},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2005},
  volume =	{4401},
  editor =	{Thomas M\"{u}ller-Gronbach and Erich Novak and Knut Petras and Joseph F. Traub},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/opus/volltexte/2005/143},
  URN =		{urn:nbn:de:0030-drops-1430},
  doi =		{10.4230/DagSemProc.04401.11},
  annote =	{Keywords: Global optimization , Lipschitz functions , optimal rate of convergence , complexity}
}

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


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