| Title |
On the experimental investigation of Pareto-Lipschitzian optimization / |
| Translation of Title |
Apie eksperimentinį Pareto-Lipšico optimizacijos tyrimą. |
| Authors |
Mockus, Jonas ; Stašionis, Justas |
| DOI |
10.15388/LMR.2011.ot02 |
| Full Text |
|
| Is Part of |
Lietuvos matematikos rinkinys. LMD darbai.. Vilnius : Matematikos ir informatikos institutas. 2011, t. 52, p. 280-284.. ISSN 0132-2818 |
| Keywords [eng] |
Pareto ; Lipschitz ; Global optimization |
| Abstract [eng] |
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) that provides solutions within fixed error limits for functions with unknown Lipschitz constants.In the proposed approach, a set of all unknown Lipschitz constants is regarded as multiple criteria using the concept of Pareto Optimality (PO). |
| Published |
Vilnius : Matematikos ir informatikos institutas |
| Type |
Journal article |
| Language |
English |
| Publication date |
2011 |
| CC license |
|
