On the convergence of sequential number-theoretic method for optimization (Q5957988)
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scientific article; zbMATH DE number 1719444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence of sequential number-theoretic method for optimization |
scientific article; zbMATH DE number 1719444 |
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On the convergence of sequential number-theoretic method for optimization (English)
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13 March 2002
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The author investigates convergence properties and error bounds for the sequential number-theoretic optimization method proposed by \textit{K. T. Fang}, \textit{Y. Wang} and \textit{K.-T. Huan} [Number-theoretic method in statistics (Chapman \& Hall, London) (1994; Zbl 0925.65263)]. This method is applied to formulate an algorithm to find a global maximum of a multivariate function, where it is more efficient in some cases than the standard quasi-Monte Carlo method.
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convergence
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error bounds
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sequential number-theoretic optimization method
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algorithm
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global maximum
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quasi-Monte Carlo method
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