Problems, Methods, and Applications in Lipschitz Global Optimization

This lecture by Distinguished Professor Yaroslav Sergeev explores the field of Lipschitz global optimization, covering problems, methodologies, and practical applications. Delve into optimization techniques for functions that satisfy the Lipschitz condition over hyperintervals with unknown Lipschitz constants, including black box, multiextremal, and non-differentiable functions where evaluation is time-consuming. Learn about various algorithms distinguished by their approaches to obtaining Lipschitz constant information and domain exploration strategies using adaptive partition techniques. Examine specific applications including zero-crossing point searches, safe global optimization, robot working space determination, and the use of numerical infinities and infinitesimals in optimization. The presentation draws from Sergeev's extensive expertise as Distinguished Professor at the University of Calabria, Head of Numerical Calculus Laboratory, and former President of the International Society of Global Optimization, offering valuable insights into this thriving branch of applied mathematics.