Estimation of the Lipschitz constant of a function
From MaRDI portal
Publication:1923791
DOI10.1007/BF00229304zbMath0856.90105MaRDI QIDQ1923791
Publication date: 13 October 1996
Published in: Journal of Global Optimization (Search for Journal in Brave)
global optimizationasymptotic distributionLipschitz constantapproximate reverse Weibull distributionGnedenko condition
Related Items (13)
\(H_\infty\) fault detection filter design for discrete-time nonlinear Markovian jump systems with missing measurements ⋮ Bounded invariant verification for time-delayed nonlinear networked dynamical systems ⋮ ANAPT: additive noise analysis for persistence thresholding ⋮ Numerical solutions of second-order matrix models using cubic-matrix splines ⋮ Mean-square contractivity of stochastic \(\vartheta\)-methods ⋮ A new exclusion test for finding the global minimum ⋮ A global convergent derivative-free method for solving a system of non-linear equations ⋮ A modification of the \texttt{DIRECT} method for Lipschitz global optimization for a symmetric function ⋮ A penalty-free infeasible approach for a class of nonsmooth optimization problems over the Stiefel manifold ⋮ Stabilization of Takagi-Sugeno models with non-measured premises: input-to-state stability approach ⋮ Interpolation of Lipschitz functions ⋮ Robustness of temporal logic specifications for continuous-time signals ⋮ Global optimization of expensive black box functions using potential Lipschitz constants and response surfaces
This page was built for publication: Estimation of the Lipschitz constant of a function