One-dimensional P-algorithm with convergence rate \(O(n^{-3+\delta})\) for smooth functions (Q1594873): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: On the convergence of the P-algorithm for one-dimensional global optimization of smooth functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A versatile stochastic model of a function of unknown and time varying form / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3960030 / rank
 
Normal rank

Latest revision as of 11:43, 3 June 2024

scientific article
Language Label Description Also known as
English
One-dimensional P-algorithm with convergence rate \(O(n^{-3+\delta})\) for smooth functions
scientific article

    Statements

    One-dimensional P-algorithm with convergence rate \(O(n^{-3+\delta})\) for smooth functions (English)
    0 references
    0 references
    0 references
    30 July 2002
    0 references
    The authors describe an adaptive algorithm (one-dimensional P-algorithm with a decreasing sequence of threshold values \(\varepsilon_{n}\)) for approximating the global minimum of a smooth one-dimensional objective function \(f.\) The case where \(f\) is not unimodal is investigated. The main result of the paper under review is an algorithm with a decreasing sequence of threshold values \(\varepsilon_{n} = O(n^{-1 + \delta})\) which has a convergence rate \(O(n^{-3+\delta})\) for a large class of smooth objective functions. It is a continuation of the authors' article [J. Optim. Theory Appl. 104, 479-495 (1999; Zbl 0985.90075)], and the Chapter 6 the book by \textit{A. Torn} and \textit{A. Žilinskas}, [Global Optimization. Springer, Berlin (1989; Zbl 0752.90075)]. The organization of the paper under review is as follows: 1. Introduction. 2. P-algorithm. 3. Asymptotic normalized error bounds. 4. Numerical experiments.
    0 references
    optimization
    0 references
    statistical models
    0 references
    adaptive algorithm
    0 references
    one-dimensional P-algorithm
    0 references
    decreasing sequence of threshold values
    0 references
    convergence rate
    0 references

    Identifiers