Evaluating Lipschitz constants for functions given by algorithms

被引:4
|
作者
Oliveira, JB [1 ]
机构
[1] Pontificia Univ Catolica Rio Grande Sul, Fac Informat, BR-90619900 Porto Alegre, RS, Brazil
关键词
Lipschitz constants; slope evaluation; range of functions; intervals;
D O I
10.1023/A:1008791528195
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
This paper describes an efficient method (O(n)) to evaluate the Lipschitz constant for functions described in some algorithmic language. Considering arithmetical operations as the basis of the algorithmic language and supported by control structures, the rules to evaluate such Lipschitz constants are presented and their correctness is proved. An extension of the method to evaluate Lipschitz constants over interval domains is also presented. Examples are presented, but the effectiveness of the method is doubtful when compared to other approaches, and effective enhancements based on slope evaluations are also explored.
引用
收藏
页码:215 / 229
页数:15
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