Acceleration of univariate global optimization algorithms working with Lipschitz functions and Lipschitz first derivatives

A univariate global search working with a set of Lipschitz constants for the first derivative

In the paper, a global optimization problem is considered where the objective function f(x) is univariate, black-box, and its first derivative f (x) satisfies the Lipschitz condition with an unknown Lipschitz constant K. In the literature, there exist methods solving this problem by using an a priori given estimate of K, its adaptive estimates, and adaptive estimates of local Lipschitz constant...

POINT DERIVATIONS ON BANACH ALGEBRAS OF α-LIPSCHITZ VECTOR-VALUED OPERATORS

The Lipschitz function algebras were first defined in the 1960s by some mathematicians, including Schubert. Initially, the Lipschitz real-value and complex-value functions are defined and quantitative properties of these algebras are investigated. Over time these algebras have been studied and generalized by many mathematicians such as Cao, Zhang, Xu, Weaver, and others. Let  be a non-emp...

An effective optimization algorithm for locally nonconvex Lipschitz functions based on mollifier subgradients

Deterministic global optimization using space-filling curves and multiple estimates of Lipschitz and Holder constants

In this paper, the global optimization problem miny∈S F (y) with S being a hyperinterval in R and F (y) satisfying the Lipschitz condition with an unknown Lipschitz constant is considered. It is supposed that the function F (y) can be multiextremal, non-differentiable, and given as a ‘black-box’. To attack the problem, a new global optimization algorithm based on the following two ideas is prop...

Quasicompact and Riesz unital endomorphisms of real Lipschitz algebras of complex-valued functions

We first show that a bounded linear operator $ T $ on a real Banach space $ E $ is quasicompact (Riesz, respectively) if and only if $T': E_{mathbb{C}}longrightarrow E_{mathbb{C}}$ is quasicompact  (Riesz, respectively), where the complex Banach space $E_{mathbb{C}}$ is a suitable complexification of $E$ and $T'$ is the complex linear operator on $E_{mathbb{C}}$ associated with $T$. Next, we pr...