Global Optimization of Black-Box Functions with Unknown Lipschitz Constants
(arxiv.org)
Optimizing expensive, non-convex, black-box Lipschitz continuous functions presents significant challenges, particularly when the Lipschitz constant of the underlying function is unknown.
Optimizing expensive, non-convex, black-box Lipschitz continuous functions presents significant challenges, particularly when the Lipschitz constant of the underlying function is unknown.