Journal of Global Optimization

, Volume 71, Issue 1, pp 115–127 | Cite as

An algorithm of simplicial Lipschitz optimization with the bi-criteria selection of simplices for the bi-section



An algorithm of simplicial optimization is proposed where a bi-criteria selection of a simplex for the bi-section is applied. The first criterion is the minimum of estimated Lipschitz lower bound over the considered simplex. The second criterion is the diameter of the simplex. The results of experimental testing are included.


Lipschitz optimization Global optimization Simplicial partition Multicriteria selection 



The work of A. Žilinskas was supported by the Research Council of Lithuania under Grant No. MIP-051/2014. The authors are grateful to the unknown reviewers for the valuable remarks facilitating the improvement of presentation of our results.


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Copyright information

© Springer Science+Business Media, LLC 2017

Authors and Affiliations

  1. 1.Institute of Mathematics and InformaticsVilnius UniversityVilniusLithuania

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