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

Citation
J. Calvin et A. Zilinskas, One-dimensional P-algorithm with convergence rate O(n(-3+delta)) for smooth functions, J OPTIM TH, 106(2), 2000, pp. 297-307
Citations number
5
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN journal
00223239 → ACNP
Volume
106
Issue
2
Year of publication
2000
Pages
297 - 307
Database
ISI
SICI code
0022-3239(200008)106:2<297:OPWCRO>2.0.ZU;2-S
Abstract
Algorithms based on statistical models compete favorably with other global optimization algorithms as shown by extensive testing results. A theoretica l inadequacy of previously used statistical models for smooth objective fun ctions was eliminated by the authors who, in a recent paper, have construct ed a P-algorithm for a statistical model for smooth functions. In the prese nt paper, a modification of that P-algorithm with an improved convergence r ate is described.