Finite sample behaviour of an ergodically fast line-search algorithm

DOI10.1023/A:1008757012582zbMath0945.90033OpenAlexW1584628725WikidataQ61855936 ScholiaQ61855936MaRDI QIDQ1303781

Henry P. Wynn, Luc Pronzato, Anatoly A. Zhigljavsky

Publication date: 11 October 2000

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008757012582

zbMATH Keywords

robustnessnumerical simulationsline search algorithmergodic behaviourgolden section algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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