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
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.