On the convergence of sequential number-theoretic method for optimization
type: Item
instance of: scholarly article
title: On the convergence of sequential number-theoretic method for optimization
zbMATH Open document ID: 0995.65003
DOI: 10.1007/BF02669707
author: Yaochen Zhu
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2002-03-13T00:00:00Z
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.
reviewed by: Ilya S. Molchanov
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 11Z05
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 1719444
zbMATH Keywords: convergence
zbMATH Keywords: error bounds
zbMATH Keywords: sequential number-theoretic optimization method
zbMATH Keywords: algorithm
zbMATH Keywords: global maximum
zbMATH Keywords: quasi-Monte Carlo method
MaRDI profile type: MaRDI publication profile
cites work: Optimization of functions by quasi-random search methods
cites work: Q3042296
cites work: Q4326423
cites work: Q4003879
Wikidata QID: Q126217189
full work available at URL: https://doi.org/10.1007/bf02669707
OpenAlex ID: W1971285703
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description: scientific article; zbMATH DE number 1719444