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

Document Type

Article

Publication Date

1-1-2000

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.

Identifier

0034347946 (Scopus)

Publication Title

Journal of Optimization Theory and Applications

External Full Text Location

https://doi.org/10.1023/A:1004699313526

ISSN

00223239

First Page

297

Last Page

307

Issue

2

Volume

106

Fund Ref

National Research Council

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