Search Results

Documents authored by Horn, Matthias U.


Document
Optimal algorithms for global optimization in case of unknown Lipschitz constant

Authors: Matthias U. Horn

Published in: Dagstuhl Seminar Proceedings, Volume 4401, Algorithms and Complexity for Continuous Problems (2005)


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.

Cite as

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)


Copy BibTex To Clipboard

@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/entities/document/10.4230/DagSemProc.04401.11},
  URN =		{urn:nbn:de:0030-drops-1430},
  doi =		{10.4230/DagSemProc.04401.11},
  annote =	{Keywords: Global optimization , Lipschitz functions , optimal rate of convergence , complexity}
}
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