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The Lipschitz constant of a response surface function upper bounds thesensitivity of a dependent variable to changes in the independent ones.Traditionally, such constants have found much implicit and abstract use inmathematically oriented applications, but their potential for explicit use inmore engineering-based domains has not been explored. The latter point is thesubject of this paper, where we propose several ways in which the Lipschitzconstants may be used explicitly in the domain of experimental optimization.Specifically, we focus on how they may help ensure the satisfaction ofconstraints and on their potential role in reducing the negative effects ofmeasurement or estimation uncertainty. A number of refinements to the proposedapproaches are also derived, and some techniques for setting the constants arepresented.

Lipschitz constants in experimental optimization