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| Let us consider the global optimization problem of a function F defined in a hypercube of $R^N$, that satisfies the Lipschitz condition, with the constant L generally unknown. In this paper we consider an approach that uses numerical approximations of space-filling curves to reduce the original Lipschitz multi-dimensional problem to a univariate one satisfying the Holder condition, and we propose a new geometric method that uses, at each iteration, a number of possible Holder constants from a set of values varying from zero to infinity. |
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