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

DOI10.1023/A:1004699313526zbMATH Open0992.90053MaRDI QIDQ1594873FDOQ1594873

Authors: Antanas Žilinskas, James M. Calvin 

Publication date: 30 July 2002

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

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zbMATH Keywords

optimizationconvergence rateadaptive algorithmstatistical 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)

Cites Work

• Title not available (Why is that?)
• 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

Cited In (15)

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

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