The concept of sequential optimality for problems in numerical analysis
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The author defines the concept of sequential optimality for the worst- case analysis of approximately solved problems. A class of sequentially optimal algorithms for the numerical integration of monotonic functions is described. Extensions to more general settings are indicated.
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Cites work
- A sequentially optimal algorithm for numerical integration
- A stochastic algorithm for extremum search, optimal in one step
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- Optimum Sequential Search and Approximation Methods Under Minimum Regularity Assumptions
Cited in
(11)- Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse
- Optimum/adaptive incremental sequence in nonlinear analysis
- Approximation in p-norm of univariate concave functions
- scientific article; zbMATH DE number 3909615 (Why is no real title available?)
- Quadrature Formulas for Monotone Functions
- scientific article; zbMATH DE number 193848 (Why is no real title available?)
- Some problems in approximation theory and numerical analysis
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- Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen
- On adaptive and non-adaptive stochastic and deterministic algorithms
- Determining zeroes of increasing Lipschitz functions
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