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An Adaptive Univariate Global Optimization Algorithm and Its Convergence Rate for Twice Continuously Differentiable Functions |
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| Authors: | James M Calvin Yvonne Chen Antanas ?ilinskas |
| Institution: | 1. Department of Computer Science, New Jersey Institute of Technology, Newark, NJ, 07102-1982, USA 2. Institute of Mathematics and Informatics, Vilnius University, Akademijos str. 4, Vilnius, LT2600, Lithuania |
| Abstract: | We describe an adaptive algorithm for approximating the global minimum of a continuous univariate function. The convergence rate of the error is studied for the case of a twice continuously differentiable function. |
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