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

J. Calvin; A. Žilinskas

doi:10.1023/A:1004699313526

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

J. Calvin
, A. Žilinskas

Research output: Contribution to journal › Article › peer-review

22 Scopus citations

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.

Original language	English (US)
Pages (from-to)	297-307
Number of pages	11
Journal	Journal of Optimization Theory and Applications
Volume	106
Issue number	2
DOIs	https://doi.org/10.1023/A:1004699313526
State	Published - Aug 2000
Externally published	Yes

All Science Journal Classification (ASJC) codes

Control and Optimization
Management Science and Operations Research
Applied Mathematics

Keywords

Convergence
Optimization
Statistical models

Access to Document

10.1023/A:1004699313526

Cite this

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

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 = "Convergence, Optimization, Statistical models",

author = "J. Calvin and A. {\v Z}ilinskas",

note = "Funding Information: 1This project has been funded in part by the National Research Council under the Collaboration in Basic Science and Engineering Program. 2The authors are grateful to one anonymous referee, who corrected several errors and suggested changes that substantially improved the paper. 3Assistant Professor, Department of Computer and Information Science, New Jersey Institute of Technology, Newark, New Jersey. 4Professor, Institute of Mathematics and Informatics, Vytautas Magnus University, Vilnius, Lithuania.",

year = "2000",

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doi = "10.1023/A:1004699313526",

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volume = "106",

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journal = "Journal of Optimization Theory and Applications",

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T1 - One-dimensional P-algorithm with convergence rate O(n-3+δ) for smooth functions

AU - Calvin, J.

AU - Žilinskas, A.

N1 - Funding Information: 1This project has been funded in part by the National Research Council under the Collaboration in Basic Science and Engineering Program. 2The authors are grateful to one anonymous referee, who corrected several errors and suggested changes that substantially improved the paper. 3Assistant Professor, Department of Computer and Information Science, New Jersey Institute of Technology, Newark, New Jersey. 4Professor, Institute of Mathematics and Informatics, Vytautas Magnus University, Vilnius, Lithuania.

PY - 2000/8

Y1 - 2000/8

N2 - 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.

AB - 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.

KW - Convergence

KW - Optimization

KW - Statistical models

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