• NIMBUS

• Referenced in 63 articles [sw04339]
• into the multiobjective case. The multiple objective functions are treated individually without employing any scalarization ... handling several nonconvex locally Lipschitz continuous objective functions subject to nonlinear (possibly nondifferentiable) constraints. Finally...

• Referenced in 114 articles [sw05270]
• locally Lipschitz. The only request formulated is that the gradient of the function is easily...
• SymDIRECT

• Referenced in 17 articles [sw22239]
• DIRECT method for Lipschitz global optimization for a symmetric function. We consider ... global optimization problem for a symmetric Lipschitz continuous function. An efficient modification of the well...
• NOA

• Referenced in 14 articles [sw08659]
• Fortran subroutines for minimizing a locally Lipschitz continuous function subject to locally Lipschitzian inequality...
• BEDFix

• Referenced in 9 articles [sw04469]
• function of two variables. The function must be Lipschitz continuous with constant 1 with respect ... upper bound on the number of required function evaluations is the same for BEDFix ... than the simple iteration method, when the Lipschitz constant is less than but close ... gradient information; also, it handles functions with minimum Lipschitz constants equal to 1, whereas...
• DFMO

• Referenced in 14 articles [sw36997]
• general nonlinear constraints, where objective and constraint function values can only be obtained by querying ... problem by only assuming Lipschitz continuity of the functions; more specifically, we give new optimality...
• GRANSO

• Referenced in 20 articles [sw38500]
• constraint functions. It can handle problems involving functions that ... nonsmooth, convex or nonconvex, and locally Lipschitz or non-locally Lipschitz...
• MathOptimizer

• Referenced in 14 articles [sw06911]
• Lipschitz Global Optimizer) solver suite, offering sophisticated application development tools and a solver-based functionality...
• LiPsMin

• Referenced in 3 articles [sw26236]
• minimization method for Lipschitz continuous, piecewise smooth objective functions based on algorithmic differentiation...

• Referenced in 3 articles [sw25783]
• given strongly-convex, objective functions with globally Lipschitz-continuous gradients, where k is the number...
• PCA_SA

• Referenced in 1 article [sw38319]
• Polynomial (chaos) approximation of maximum eigenvalue functions: efficiency and limitations”, providing a template that ... smooth, non-differentiable and non-Lipschitz continuous functions in the univariate and bivariate cases...
• SHGO

• Referenced in 1 article [sw26954]
• simplicial homology algorithm for Lipschitz optimisation. The simplicial homology global optimisation (SHGO) algorithm ... homeomorphic to a complex on the objective function. This provides both approximations of locally convex ... function evaluations if the objective function is Lipschitz smooth. In this paper SHGO is applied...
• iOptimize

• Referenced in 4 articles [sw20377]
• potential function is reduced by at least a constant amount if a scaled Lipschitz condition...
• Algorithm 848

• Referenced in 2 articles [sw04408]
• function $f$ that has arbitrary dimensionality, is defined on a rectangular domain, and is Lipschitz ... criterion when the Lipschitz constant is less than 1. For functions defined on all rectangular...
• rcss

• Referenced in 3 articles [sw26844]
• reward functions are assumed to be convex and Lipschitz continuous in the continuous state...
• SISTOS

• Referenced in 1 article [sw14820]
• logarithm of the density function of noise is Lipschitz continuous. This finding is significant because...
• RPSALG

• Referenced in 7 articles [sw12637]
• problem involving the parametric constraints as objective function with the parameter as variable. In this ... ECAM, a global optimization procedure for solving Lipschitz programming problems. We implement different variants...
• Emmental-type GKLS

• Referenced in 3 articles [sw39659]
• multidimensional test problems for methods solving constrained Lipschitz global optimization problems are proposed ... test problems with continuously differentiable multiextremal objective functions and non-linear constraints is described...
• ranlip

• Referenced in 2 articles [sw00777]
• assumed that the required distribution has Lipschitz-continuous density, which is either given analytically ... upper approximation to the density (the hat function), using a large number of its values...