Determination of the extremal values of a function of several variables satisfying a generalized Lipschitz condition

作者: I.M. Sobol

DOI: 10.1016/0041-5553(88)90155-3

关键词: Lipschitz continuityLipschitz classMathematicsFunction (mathematics)Applied mathematicsMathematical analysis

摘要: Abstract A difference approximation of optimum accuracy is obtained for the maximum a function several variables. The estimate remains optimal irrespective values defining constants Lipschitz class.

参考文章(2)
Harald Niederreiter, Quasi-Monte Carlo Methods for Global Optimization Springer Netherlands. pp. 251- 267 ,(1985) , 10.1007/978-94-009-5438-0_18