[−][src]Module optimization_engine::lipschitz_estimator
Estimates a local Lipschitz constant for a given function F: R^n -> R^n
Functions are provided at closures.
Method
This function computes a numerical approximation of the norm of the directional
derivative of a function F
along a direction h = max {delta, epsilon*u}
, where delta
and epsilon
are small numbers.
Structs
LipschitzEstimator |