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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Bibliographic Details
Main Authors: Jonas Mockus, Justas Stašionis
Format: Article
Language:English
Published: Vilnius University Press 2011-12-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
Online Access:https://www.journals.vu.lt/LMR/article/view/15448