Optimal algorithms for global optimization in case of unknown Lipschitz constant

2022/01/26 by Horn, Matthias U.
#Global optimization #Lipschitz functions #complexity #optimal rate of convergence

paper · doi:10.4230/dagsemproc.04401.11

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.

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