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Optimally Adaptive Integration of Univariate Lipschitz Functions

โœ Scribed by Ilya Baran; Erik D. Demaine; Dmitriy A. Katz


Publisher
Springer
Year
2007
Tongue
English
Weight
567 KB
Volume
50
Category
Article
ISSN
0178-4617

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On Timonov's algorithm for global optimi
โœ Pierre Hansen; Brigitte Jaumard; Shi-Hui Lu ๐Ÿ“‚ Article ๐Ÿ“… 1991 ๐Ÿ› Springer US ๐ŸŒ English โš– 477 KB

Timonov proposes an algorithm for global maximization of univariate Lipschitz functions in which successive evaluation points arc chosen in order to ensure at each iteration a maximal expected reduction of the "region of indeterminacy", which contains all globally optimal points. It is shown that su