Article ID: | iaor2014289 |
Volume: | 7 |
Issue: | 8 |
Start Page Number: | 1921 |
End Page Number: | 1928 |
Publication Date: | Dec 2013 |
Journal: | Optimization Letters |
Authors: | ilinskas Antanas |
Keywords: | global optimization |
Multi‐objective optimization problem with Lipshitz objective functions is considered. It is shown that the worst‐case optimal passive algorithm can be reduced to the computation of centers of balls producing the optimal cover of a feasible region, where the balls are of equal minimum radius. It is also shown, that in the worst‐case, adaptivity does not improve the guaranteed accuracy achievable by the passive algorithm.