Titlebook: Approximation and Complexity in Numerical Optimization; Continuous and Discr Panos M. Pardalos Book 2000 Springer Science+Business Media Do

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Convergence Rate of the P-Algorithm for Optimization of Continuous Functions,on as a sample path of a Gaussian process. In this paper we analyze the convergence of the P-algorithm for arbitrary continuous functions, as well as under the assumption of Wiener measure on the objective functions. In both cases the convergence rate is described in terms of a parameter of the algorithm and a functional of the objective function.

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Approximation and Complexity in Numerical Optimization978-1-4757-3145-3Series ISSN 1571-568X

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