Article ID: | iaor20127246 |
Volume: | 155 |
Issue: | 2 |
Start Page Number: | 628 |
End Page Number: | 636 |
Publication Date: | Nov 2012 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Calvin James, ilinskas Antanas, Chen Yvonne |
Keywords: | heuristics |
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.