Extension of Piyavskii's Algorithm to Continuous Global Optimization

Robert J. Vanderbei

Research output: Contribution to journalArticlepeer-review

25 Scopus citations


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 languageEnglish (US)
Pages (from-to)205-216
Number of pages12
JournalJournal of Global Optimization
Issue number2
StatePublished - 1999

All Science Journal Classification (ASJC) codes

  • Computer Science Applications
  • Management Science and Operations Research
  • Control and Optimization
  • Applied Mathematics


  • Global optimization
  • Lipschitz continuity
  • Piyavskii's algorithm
  • Uniform Continuity


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