## Extension of Piyavskii's Algorithm to Continuous Global Optimization

### Authors: Robert J. Vanderbei

ABSTRACT

We use the simple, but little-known, result that a uniformly continuous function on a convex set is $\epsilon$-Lipschitz (as defined below) to extend Piyavskii's algorithm for Lipschitz global optimization to the larger domain of continuous (not-necessarily-Lipschitz) global optimization.

Paper Available at: ftp://dimacs.rutgers.edu/pub/dimacs/TechnicalReports/TechReports/1997/97-23.ps.gz