One-Dimensional P-Algorithm with Convergence Rate O(n−3+δ) for Smooth Functions

J. Calvin and A. Žilinskas
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J. Calvin: New Jersey Institute of Technology
A. Žilinskas: Vytautas Magnus University

Journal of Optimization Theory and Applications, 2000, vol. 106, issue 2, No 3, 297-307

Abstract: Abstract Algorithms based on statistical models compete favorably with other global optimization algorithms as shown by extensive testing results. A theoretical inadequacy of previously used statistical models for smooth objective functions was eliminated by the authors who, in a recent paper, have constructed a P-algorithm for a statistical model for smooth functions. In the present paper, a modification of that P-algorithm with an improved convergence rate is described.

Keywords: optimization; statistical models; convergence (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1004699313526

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