On the convergence of sequential number-theoretic method for optimization

Acta Mathematicae Applicatae Sinica

Volumn 17, Issue 4, 2001, Pages 532-538

  Zhu, Yaochen ^a  

^a CHINESE ACADEMY OF SCIENCES   (China)

Author keywords

Convergence; Dispersion; Estimation of error; Lipschitz condition; Optimization; Quasi Monte Carlo method

Indexed keywords

EID: 51649097684     PISSN: 01689673     EISSN: 16183932     Source Type: Journal    
DOI: 10.1007/bf02669707     Document Type: Article

References (6)

1. H. Niederreiter, K. McCurley. Optimization of Functions by Quasi-random Search Methods. Computing, 1979, 22(2): 119-123
2. H. Niederreiter. A Quasi-Monte Carlo Method for the Approximate Computation of the Extreme Values of a Function. Studies in Pure Math., Birkhäuser, Basel, 1983, 523-529
3. K.-T. Fang, Y. Wang. A Sequential Algorithm for Optimization and Its Application to Regression Analysis. Technical Report, Inst. of Appl. Math., Academia Sinica, Beijing, 1989
4. K.-T. Fang Y. Wang. Number-theoretic Methods in Statistics. Chapman & Hall, London, 1994
5. H. Niederreiter. Random Number Generation and Quasi-Monte Carlo Methods. SIAM, Philadelphia, 1992
6. I.M. Sobol. On Functions Satisfying a Lipschitz Condition in Multidimensional Problems of Computational Mathematics. Dokl. Akad. Nauk SSSR, 1987, 293(6): 1314-1319 (in Russian)