We consider the problem of approximately integrating a Lipschitz function
f (with a known Lipschitz constant) over an interval. The goal is to achieve an error of at most
ε using as few samples of
f as possible. We use the adaptive framework: on all problem instances an adaptive algorithm should perform almost as well
as the best possible algorithm tuned for the particular problem instance. We distinguish between

and

, the performances of the best possible deterministic and randomized algorithms, respectively. We give a deterministic algorithm
that uses

samples and show that an asymptotically better algorithm is impossible. However, any deterministic algorithm requires

samples on some problem instance. By combining a deterministic adaptive algorithm and Monte Carlo sampling with variance
reduction, we give an algorithm that uses at most

samples. We also show that any algorithm requires

samples in expectation on some problem instance (
f,
ε), which proves that our algorithm is optimal.