A ONE-DIMENSIONAL P-ALGORITHM WITH CONVERGENCE RATE O(n−3+δ) FOR SMOOTH FUNCTIONS
نویسندگان
چکیده
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 of smooth functions. In the present note a modification of that P-algorithm with an improved convergence rate is described.
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