Convergence rate of a rectangular subdivision-based optimization algorithm for smooth multivariate functions

Cuicui Zheng, James Calvin

Research output: Contribution to journalArticlepeer-review

Abstract

In Zheng (J. Glob. Opt. 79:431-445;2021) the authors described a global optimization algorithm for multivariate continuous functions and applied it to an image processing problem. While the algorithm was shown to converge for all continuous functions, the convergence rate was not established. In this paper we assume that the objective function is smooth, and establish the asymptotic convergence rate when the algorithm is applied to such a function.

Original languageEnglish (US)
JournalOptimization Letters
DOIs
StateAccepted/In press - 2021

All Science Journal Classification (ASJC) codes

  • Control and Optimization

Keywords

  • Convergence
  • Global optimization
  • Smooth functions

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