Optimization of Lipschitz functions

Global optimizations of continuous, non-linear functions are very hard problems, especially when the functions are multivariate and when analytical information is not available . The Extended Cutting Angle Method (ECAM) is a method to optimize a Lipschitz function over multiple dimensions. In this paper, we seek to present a fast algorithm based on the Extended Cutting Angle Method for Global minimization of Lipschitz functions . Results of experiments are discussed .