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

Journal of Optimization Theory and Applications

Volumn 106, Issue 2, 2000, Pages 297-307

  Calvin, J ^a   Zilinskas A ^b  

^a NEW JERSEY INSTITUTE OF TECHNOLOGY   (United States)

^b VYTAUTAS MAGNUS UNIVERSITY   (Lithuania)

Author keywords

Convergence; Optimization; Statistical models

Indexed keywords

ONE DIMENSIONAL;

CONVERGENCE; CONVERGENCE RATES; EXTENSIVE TESTING; GLOBAL OPTIMIZATION ALGORITHM; IMPROVED CONVERGENCE; OBJECTIVE FUNCTIONS; ONE-DIMENSIONAL; OPTIMISATIONS; SMOOTH FUNCTIONS; STATISTIC MODELING;

GLOBAL OPTIMIZATION;

EID: 0034347946     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1004699313526     Document Type: Article

References (5)

1. 1. CALVIN, J., and ŽILINSKAS, A., On Convergence of the P-Algorithm for One-Dimensional Global Optimization of Smooth Functions, Journal of Optimization Theory and Applications, Vol. 102, pp. 479-495, 1999.
2. 2. TÖRN, A., and ŽILINSKAS, A., Global Optimization, Springer Verlag, Berlin, Germany, 1989.
3. 3. ŽILANSKAS, A., Axiomatic Characterization of a Global Optimization Algorithm and Investigation of Its Search Strategy, Operations Research Letters, pp. 35-39, 1985.
4. 4. KUSHNER, H., A Versatile Stochastic Model of a Function of Unknown and Time-Varying Form, Journal of Mathematical Analysis and Applications, Vol. 5, pp. 150-167, 1962.
5. 5. CONTE, S., and DE BOOR, C., Elementary Numerical Analysis, 3rd Edition, McGraw-Hill, New York, NY, 1980.