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).
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