Extension of Piyavskii‘s Algorithm to Continuous Global Optimization

Authors:
Robert J. Vanderbei
Affiliations:
Statistics and Operations Research, Princeton University, School of Engineering and Applied Science, Princeton, NJ 08544-5263, USA
Venue:
Journal of Global Optimization
Year:
1999

Citing 3
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Abstract

We use the simple, but little-known, result that a uniformly continuous function on a convex set is ϵ-Lipschitz (as defined below) to extend Piyavskii‘s algorithm for Lipschitz global optimization to the larger domain of continuous (not-necessarily-Lipschitz) global optimization.