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

DOI10.1023/A:1004699313526MaRDI QIDQ1594873zbMATH OpenFDO

Authors Antanas Žilinskas, James M. Calvin

Publication date 30 July 2002

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

Full work available at URL https://doi.org/10.1023/A:1004699313526

zbMATH Keywords

adaptive algorithmconvergence ratedecreasing sequence of threshold valuesone-dimensional P-algorithmoptimizationstatistical models

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
• scientific article; zbMATH DE number 3782281 (Why is no real title available?)
• On the convergence of the P-algorithm for one-dimensional global optimization of smooth functions

Cited in

(15)

• On convergence rate of a rectangular partition based global optimization algorithm
• GOSH: derivative-free global optimization using multi-dimensional space-filling curves
• Achieving the ergodically optimal convergence rate for a one-dimensional minimization problem
• An adaptive univariate global optimization algorithm and its convergence rate for twice continuously differentiable functions
• Safe global optimization of expensive noisy black-box functions in the -Lipschitz framework
• Novel local tuning techniques for speeding up one-dimensional algorithms in expensive global optimization using Lipschitz derivatives
• Bi-objective decision making in global optimization based on statistical models
• A system for distance studies and applications of metaheuristics
• On a global optimization algorithm for bivariate smooth functions
• A statistical model-based algorithm for `black-box' multi-objective optimisation
• On convergence of a \(P\)-algorithm based on a statistical model of continuously differentiable functions
• P-algorithm based on a simplicial statistical model of multimodal functions
• A method for searching for a globally optimal \(k\)-partition of higher-dimensional datasets
• Deterministic global optimization using space-filling curves and multiple estimates of Lipschitz and Hölder constants
• A deterministic global optimization using smooth diagonal auxiliary functions

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