Approximation of the optimum function in procedures of parametric optimization (Q1320842)

An objective function is minimized on a given set of parameters by a procedure consisting of an iterative process which describes the dialogue between the user and the computer. During the individual steps of the dialogue the minimizing function is replaced by approximations of a special form constructed by means of aggregation methods. A class of approximations assuring the convergence of the corresponding iterative process is given.