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Estimation of Lipschitzian Problem Characteristics in Global Optimization

  • János D. Pintér
Part of the Nonconvex Optimization and Its Applications book series (NOIA, volume 6)

Abstract

We shall consider again the Lipschitz global optimization problem on a finite n-interval [a, b]:
$$\begin{array}{*{20}{c}} {\min f(x)}\\ {a \le x \le b,\quad a,x,b \in {R^n}} \end{array}$$
(3.3.2)
under the analytical conditions stated in Chapter 2.4; in particular, f is assumed to be Lipschitz-continuous with some constant L. As previously, the—not necessarily unique—optimal solution of this LGOP will be denoted by x* ∈ X*, and f* = f(x*). Additionally, the set of accumulation points generated by a PAS-type globally convergent adaptive partition algorithm will be denoted again by X a .

Keywords

Global Optimization Problem Tail Index Implementation Aspect Extreme Order Statistic Lipschitz Global Optimization 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 1996

Authors and Affiliations

  • János D. Pintér
    • 1
  1. 1.Pintér Consulting ServicesDalhousie UniversityCanada

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