Geodesic
The complexity of the computation of the global extremum in a class of multi-extremum problems
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 30 (1990) no. 3, pp. 379-387 Cet article a éte moissonné depuis la source Math-Net.Ru

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Unconditional global minimization of a Lipschitz function in $E^n$ is considered, and a difference method for solving the problem, accurate to within $\varepsilon_0>0$, is proposed. In the general case this involves computing $O(\varepsilon_0^{-n})$ values of the function. A special class of functions is introduced, with the property that the measure of the set of $\varepsilon$-optimal points increases at a power rate $O(\varepsilon^{rn})$, $r\in(0,1]$. It is shown that for a successive search algorithm of the branch and-bound type, the total number of computed values of a function in the class may be reduced to $O(\varepsilon_0^{-n(1-r)})$, $r<1$ and to $O(\ln\varepsilon_0^{-1})$ if $r=1$. 
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A. G. Perevozchikov. The complexity of the computation of the global extremum in a class of multi-extremum problems. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 30 (1990) no. 3, pp. 379-387. http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_3_a3/

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