On the experimental investigation of Pareto–Lipschitzian optimization
Articles
Jonas Mockus
Vilnius University
Justas Stašionis
Vilnius University
Published 2011-12-15
https://doi.org/10.15388/LMR.2011.ot02
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Keywords

Pareto
Lipschitz
Global optimization

How to Cite

Mockus J. and Stašionis J. (2011) “On the experimental investigation of Pareto–Lipschitzian optimization”, Lietuvos matematikos rinkinys, 52(proc. LMS), pp. 280–284. doi: 10.15388/LMR.2011.ot02.

Abstract

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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