Consistency of global optimization algorithms

2. Consistency and sampling

In  (Malherbe and Vayatis, 2017)Cédric Malherbe and Nicolas Vayatis, 2017. “Global optimization of Lipschitz functions”. In International conference on machine learning., the authors provided definitions for the consistency of a stochastic iterative global optimization algorithm and for the fact that an algorithm samples the whole search space.

  1. 2.1. Consistency of algorithms
  2. 2.2. Sampling whole space