Lipschitz Global Optimization
Published Online: 15 FEB 2011
Copyright © 2010 John Wiley & Sons, Inc. All rights reserved.
Wiley Encyclopedia of Operations Research and Management Science
How to Cite
Sergeyev, Y. D. and Kvasov, D. E. 2011. Lipschitz Global Optimization. Wiley Encyclopedia of Operations Research and Management Science. .
- Published Online: 15 FEB 2011
In this paper, a global optimization problem is considered where the objective function and constraints are multiextremal black-box functions satisfying the Lipschitz condition over a hyperinterval and hard to evaluate. Such functions are frequently encountered in practice and that explains the great interest of researchers in the stated problem. Some known approaches to solving this problem are briefly described.
- global optimization;
- black-box function;
- Lipschitz condition;
- multiextremal problem