Lipschitz Global Optimization and Estimates of the Lipschitz Constant

摘要：

Many industrial decision-making problems can be stated as black-box global optimization problems. Their objective function is often Lipschitz (differentiable or not), multiextremal and hard to evaluate. Some efficient numerical methods for solving these problems are considered. Different ways for estimating Lipschitz constants are examined. Results of numerical experiments are presented and discussed.

关键词： global optimization estimation of Lipschitz constants

作者: Yaroslav D. Sergeyev Dmitri E. Kvasov

作者单位: Department of Electronics, Computer Science and Systems,University of Calabria - 87036, Rende (CS), Italy Mathematical SoAware Department,Lobachevsky State University- 603950, Nizhni Novgorod, Russia

会议类型: 国际会议

会议名称: The First World Congress on Global Optimization in Engineering & Science(第一届工程与科学全局优化国际会议 WCGO2009)

会议地点: 长沙

会议语种:英文

页码: 518-521

在线出版日期: 2009-06-01（万方平台首次上网日期，不代表论文的发表时间）