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...
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Vilnius University Press
2011-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
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| Online Access: | https://www.journals.vu.lt/LMR/article/view/15448 |
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doaj-93f84a67946d4357b37a73c2a04a89ed2020-11-25T02:09:41ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2011-12-0152proc. LMS10.15388/LMR.2011.ot02On the experimental investigation of Pareto–Lipschitzian optimizationJonas Mockus0Justas Stašionis1Vilnius UniversityVilnius University 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) that provides solutions within fixed error limits for functions with unknown Lipschitz constants.In the proposed approach, a set of all unknown Lipschitz constants is regarded as multiple criteria using the concept of Pareto Optimality (PO). https://www.journals.vu.lt/LMR/article/view/15448ParetoLipschitzGlobal optimization |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Jonas Mockus Justas Stašionis |
| spellingShingle |
Jonas Mockus Justas Stašionis On the experimental investigation of Pareto–Lipschitzian optimization Lietuvos Matematikos Rinkinys Pareto Lipschitz Global optimization |
| author_facet |
Jonas Mockus Justas Stašionis |
| author_sort |
Jonas Mockus |
| title |
On the experimental investigation of Pareto–Lipschitzian optimization |
| title_short |
On the experimental investigation of Pareto–Lipschitzian optimization |
| title_full |
On the experimental investigation of Pareto–Lipschitzian optimization |
| title_fullStr |
On the experimental investigation of Pareto–Lipschitzian optimization |
| title_full_unstemmed |
On the experimental investigation of Pareto–Lipschitzian optimization |
| title_sort |
on the experimental investigation of pareto–lipschitzian optimization |
| publisher |
Vilnius University Press |
| series |
Lietuvos Matematikos Rinkinys |
| issn |
0132-2818 2335-898X |
| publishDate |
2011-12-01 |
| description |
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) that provides solutions within fixed error limits for functions with unknown Lipschitz
constants.In the proposed approach, a set of all unknown Lipschitz constants is regarded as multiple criteria using the concept of Pareto Optimality (PO).
|
| topic |
Pareto Lipschitz Global optimization |
| url |
https://www.journals.vu.lt/LMR/article/view/15448 |
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AT jonasmockus ontheexperimentalinvestigationofparetolipschitzianoptimization AT justasstasionis ontheexperimentalinvestigationofparetolipschitzianoptimization |
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