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On the convergence of sequential number-theoretic method for optimization
Authors:Zhu Yaochen
Affiliation:(1) Institute of Applied Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, 100080 Beijing, China
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.
Keywords:Quasi-Monte Carlo method   optimization   convergence   estimation of error   dispersion   Lipschitz condition
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