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Lipschitz Global Optimization

  1. Yaroslav D. Sergeyev1,2,
  2. Dmitri E. Kvasov1,2

Published Online: 15 FEB 2011

DOI: 10.1002/9780470400531.eorms1006

Wiley Encyclopedia of Operations Research and Management Science

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. .

Author Information

  1. 1

    University of Calabria, Dipartimento di Elettronica, Informatica e Sistemistica, Rende, Italy

  2. 2

    N.I. Lobachevsky State University, Software Department, Nizhni Novgorod, Russia

Publication History

  1. Published Online: 15 FEB 2011

Abstract

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.

Keywords:

  • global optimization;
  • black-box function;
  • Lipschitz condition;
  • hyperinterval;
  • multiextremal problem