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: |
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19.04.2005 |