Optimal algorithms for global optimization in case of unknown Lipschitz constant

DOI10.1016/J.JCO.2005.06.006MaRDI QIDQ2489149zbMATH OpenOpenAlexFDO

Authors Matthias Horn

Publication date 16 May 2006

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://drops.dagstuhl.de/opus/volltexte/2005/143/

zbMATH Keywords

algorithmsnumerical exampleLipschitz functionsComplexityGlobal optimizationOptimal rate of convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cites work

• scientific article; zbMATH DE number 953034 (Why is no real title available?)
• Approximation and optimization on the Wiener space
• Deterministic and stochastic error bounds in numerical analysis
• Global optimization
• Lipschitzian optimization without the Lipschitz constant
• Lower bound on complexity of optimization of continuous functions
• The complexity of the computation of the global extremum in a class of multi-extremum problems
• The real number model in numerical analysis
• Variational properties of averaged equations for periodic media

Cited in

(15)

• Local adaption for approximation and minimization of univariate functions
• On the Pareto optimality in the context of Lipschitzian optimization
• On the worst-case optimal multi-objective global optimization
• Optimal estimation of univariate black-box Lipschitz functions with upper and lower error bounds.
• Measure-based diffusion grid construction and high-dimensional data discretization
• The complexity of optimizing over a simplex, hypercube or sphere: a short survey
• On the experimental investigation of Pareto-Lipschitzian optimization
• The alpha algorithm and the application of the cubic algorithm in case of unknown Lipschitz constant
• On using estimates of Lipschitz constants in global optimization
• Lipschitz optimization methods for fitting a sum of damped sinusoids to a series of observations
• Certified multifidelity zeroth-order optimization
• Constrained, global optimization of unknown functions with Lipschitz continuous gradients
• An algorithm for global optimization of Lipschitz continuous functions
• scientific article; zbMATH DE number 617933 (Why is no real title available?)
• Deterministic computation of quantiles in a Lipschitz framework

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