Consistency of global optimization algorithms

1. Stochastic iterative algorithm

To formalize the Proposition 3 of  (Malherbe and Vayatis, 2017)Cédric Malherbe and Nicolas Vayatis, 2017. “Global optimization of Lipschitz functions”. In International conference on machine learning., we need to abstract the notion of a stochastic iterative global optimization algorithm. Some proofs are not included in this manual for readability purposes, but they can be found in the source code of the project.

  1. 1.1. Definition
  2. 1.2. Measure on sequences
  3. 1.3. Useful lemmas