On the convergence of sequential number-theoretic method for optimization |
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Authors: | Zhu Yaochen |
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Affiliation: | (1) Institute of Applied Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, 100080 Beijing, China |
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Abstract: | In the present note the convergence problem of the sequential number-theoretic method for optimization proposed by Fang and Wang is studied, the convergence criteria and the estimation of errors concerning this algorithm are given. |
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Keywords: | Quasi-Monte Carlo method optimization convergence estimation of error dispersion Lipschitz condition |
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