Univariate global optimization with point-dependent Lipschitz constants
We consider a concept of so called point-dependent Lipschitz constant. In contrast to the standard Lipschitz the value of the point-dependent Lipschitz constant can vary within the given interval. This allows us to construct a better piece-wise approximation of the objective function and as a consequence obtain a faster finding globally optimal solution. We briefly describe rules of point-dependent Lipschitz constant constructing and give an illustrative example. © 2019 Author(s).
Библиографическая ссылка
Khamisov O.V., Posypkin M. Univariate global optimization with point-dependent Lipschitz constants // AIP Conference Proceedings. Vol.2070. ID: 20051. 2019. ISBN (print): 9780735417984. DOI: 10.1063/1.5090018
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