Title
Evaluating Lipschitz Constants for Functions Given by Algorithms
Abstract
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.
Year
DOI
Venue
2000
10.1023/A:1008791528195
Comp. Opt. and Appl.
Keywords
Field
DocType
Lipschitz constants,slope evaluation,range of functions,intervals
Arithmetic function,Mathematical optimization,Mathematical analysis,Correctness,Lipschitz continuity,Mathematics
Journal
Volume
Issue
ISSN
16
3
1573-2894
Citations 
PageRank 
References 
1
0.37
2
Authors
1
Name
Order
Citations
PageRank
João Batista Oliveira1202.02