On the convergence of sequential number-theoretic method for optimization
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.
sequential number-theoretic optimization method
scientific article; zbMATH DE number 1719444