1
vote
0answers
129 views

Constructing an $\epsilon$-net for a Lipschitz subspace of $L^2$

Let $X$ be a subset of $L^2([0,1])$ which contains only Lipschitz function. Also, the member of $X$ are uniformly bounded $$ |x(t)| < M, \text{ for all $x \in X$ and $t \in [0,1]$}. $$ Let $F: X ...
2
votes
1answer
253 views

lipschitz constant of a multivariate function

I have a function $f:\mathbb{R}^{50} \rightarrow \mathbb{R}$ and I need to compute the Lipschitz constant of $f$ to solve an optimization problem using a specific algorithm. Does any one have ...
0
votes
0answers
53 views

functional maximization

Define a functional space of functions of the form $F(t)=p_1 exp^{-\mu_1(\delta-t)}+p'_1 (1-exp^{-\mu_1(\delta-t)}))$. $p_1,p'_1,\delta,\mu$ are parameters in [0,1] and trivially, variation of these ...