Convergence Analysis of the Direct Algorithm
نویسنده
چکیده
The DIRECT algorithm is a deterministic sampling method for bound constrained Lipschitz continuous optimization. We prove a subsequential convergence result for the DIRECT algorithm that quantifies some of the convergence observations in the literature. Our results apply to several variations on the original method, including one that will handle general constraints. We use techniques from nonsmooth analysis, and our framework is based on recent results for the MADS sampling algorithms.
منابع مشابه
On the Convergence Analysis of Gravitational Search Algorithm
Gravitational search algorithm (GSA) is one of the newest swarm based optimization algorithms, which has been inspired by the Newtonian laws of gravity and motion. GSA has empirically shown to be an efficient and robust stochastic search algorithm. Since introducing GSA a convergence analysis of this algorithm has not yet been developed. This paper introduces the first attempt to a formal conve...
متن کاملOn the Convergence Analysis of Gravitational Search Algorithm
Gravitational search algorithm (GSA) is one of the newest swarm based optimization algorithms, which has been inspired by the Newtonian laws of gravity and motion. GSA has empirically shown to be an efficient and robust stochastic search algorithm. Since introducing GSA a convergence analysis of this algorithm has not yet been developed. This paper introduces the first attempt to a formal conve...
متن کاملStrong convergence of modified iterative algorithm for family of asymptotically nonexpansive mappings
In this paper we introduce new modified implicit and explicit algorithms and prove strong convergence of the two algorithms to a common fixed point of a family of uniformly asymptotically regular asymptotically nonexpansive mappings in a real reflexive Banach space with a uniformly G$hat{a}$teaux differentiable norm. Our result is applicable in $L_{p}(ell_{p})$ spaces, $1 < p
متن کاملConvergence theorems of multi-step iterative algorithm with errors for generalized asymptotically quasi-nonexpansive mappings in Banach spaces
The purpose of this paper is to study and give the necessary andsufficient condition of strong convergence of the multi-step iterative algorithmwith errors for a finite family of generalized asymptotically quasi-nonexpansivemappings to converge to common fixed points in Banach spaces. Our resultsextend and improve some recent results in the literature (see, e.g. [2, 3, 5, 6, 7, 8,11, 14, 19]).
متن کاملOn convergence of homotopy analysis method to solve the Schrodinger equation with a power law nonlinearity
In this paper, the homotopy analysis method (HAM) is considered to obtain the solution of the Schrodinger equation with a power law nonlinearity. For this purpose, a theorem is proved to show the convergence of the series solution obtained from the proposed method. Also, an example is solved to illustrate the eciency of the mentioned algorithm and the h-curve is plotted to determine the region ...
متن کاملA note on the convergence of the Zakharov-Kuznetsov equation by homotopy analysis method
In this paper, the convergence of Zakharov-Kuznetsov (ZK) equation by homotopy analysis method (HAM) is investigated. A theorem is proved to guarantee the convergence of HAM and to nd the series solution of this equation via a reliable algorithm.
متن کامل