On the experimental investigation of Pareto–Lipschitzian optimization
A well-known example of global optimization that provides solutions within fixed error limits is optimization of functions with a known Lipschitz constant. In many real-life problems this constant is unknown. To address that, we propose a novel method called Pareto Lipschitzian Optimization (PLO) t...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Vilnius University Press
2011-12-01
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Series: | Lietuvos Matematikos Rinkinys |
Subjects: | |
Online Access: | https://www.journals.vu.lt/LMR/article/view/15448 |