Optimal algorithms for global optimization in case of unknown Lipschitz constant

Journal of Complexity

Volumn 22, Issue 1 SPEC. ISS., 2006, Pages 50-70

  Horn, Matthias ^a  

^a FRIEDRICH SCHILLER UNIVERSITY JENA   (Germany)

Author keywords

Complexity; Global optimization; Lipschitz functions; Optimal rate of convergence

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; CONVERGENCE OF NUMERICAL METHODS; GLOBAL OPTIMIZATION; MONTE CARLO METHODS;

ADAPTIVE DETERMINISTIC METHODS; LIPSCHITZ FUNCTIONS; OPTIMAL RATE OF CONVERGENCE;

FUNCTIONS;

EID: 30344439147     PISSN: 0885064X     EISSN: 10902708     Source Type: Journal    
DOI: 10.1016/j.jco.2005.06.006     Document Type: Article

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