
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...

GradSamp
 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 nonlocally Lipschitz...

MathOptimizer
 Referenced in 14 articles
[sw06911]
 Lipschitz Global Optimizer) solver suite, offering sophisticated application development tools and a solverbased functionality...

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

ADDOPT
 Referenced in 3 articles
[sw25783]
 given stronglyconvex, objective functions with globally Lipschitzcontinuous 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, nondifferentiable and nonLipschitz 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...

BlockPDPS.jl
 Referenced in 3 articles
[sw39173]
 blockseparable convex functions (G) and (F) with a nonlinear Lipschitzdifferentiable operator...

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...

Emmentaltype 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 nonlinear constraints is described...

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