Abstract
We use the simple, but little-known, result that a uniformly continuous function on a convex set is ∈-Lipschitz (as defined below) to extend Piyavskii's algorithm for Lipschitz global optimization to the larger domain of continuous (not-necessarily-Lipschitz) global optimization.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 205-216 |
| Number of pages | 12 |
| Journal | Journal of Global Optimization |
| Volume | 14 |
| Issue number | 2 |
| DOIs | |
| State | Published - 1999 |
| Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Control and Optimization
- Applied Mathematics
- Business, Management and Accounting (miscellaneous)
- Computer Science Applications
- Management Science and Operations Research
Keywords
- Global optimization
- Lipschitz continuity
- Piyavskii's algorithm
- Uniform Continuity