Abstract
We describe an adaptive algorithm for approximating the global minimum of a continuous univariate function. The convergence rate of the error is studied for the case of a twice continuously differentiable function.
Original language | English (US) |
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Pages (from-to) | 628-636 |
Number of pages | 9 |
Journal | Journal of Optimization Theory and Applications |
Volume | 155 |
Issue number | 2 |
DOIs | |
State | Published - Nov 2012 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics
Keywords
- Convergence
- Optimization
- Statistical models