On the convergence of sequential number-theoretic method for optimization

DOI10.1007/BF02669707MaRDI QIDQ5957988zbMATH OpenOpenAlexWikidataFDO

Authors Yaochen Zhu

Publication date 13 March 2002

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02669707

zbMATH Keywords

algorithmconvergenceerror boundsglobal maximumquasi-Monte Carlo methodsequential number-theoretic optimization method

Mathematics Subject Classification ID

Miscellaneous applications of number theory (11Z05) Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

The author investigates convergence properties and error bounds for the sequential number-theoretic optimization method proposed by \textit{K. T. Fang}, \textit{Y. Wang} and \textit{K.-T. Huan} [Number-theoretic method in statistics (Chapman \& Hall, London) (1994; Zbl 0925.65263)]. This method is applied to formulate an algorithm to find a global maximum of a multivariate function, where it is more efficient in some cases than the standard quasi-Monte Carlo method.

Recommendations

• scientific article; zbMATH DE number 510470
• Localization of Search in Quasi-Monte Carlo Methods for Global Optimization
• scientific article; zbMATH DE number 5061888
• Number theoretic method in applied statistics
• scientific article; zbMATH DE number 3909615

Cites work

• scientific article; zbMATH DE number 3837278 (Why is no real title available?)
• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 735224 (Why is no real title available?)
• Optimization of functions by quasi-random search methods

Cited in

(2)

• scientific article; zbMATH DE number 510470 (Why is no real title available?)
• Opposition-Based Computing

This page was built for publication: On the convergence of sequential number-theoretic method for optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5957988)