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

DOI10.1023/A:1004699313526zbMath0992.90053MaRDI QIDQ1594873

Antanas Žilinskas, James M. Calvin

Publication date: 30 July 2002

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

optimizationadaptive algorithmconvergence ratestatistical modelsdecreasing sequence of threshold valuesone-dimensional P-algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) One- and multidimensional scaling in the social and behavioral sciences (91C15)

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Cites Work

• A versatile stochastic model of a function of unknown and time varying form
• On the convergence of the P-algorithm for one-dimensional global optimization of smooth functions
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