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On the convergence of sequential number-theoretic method for optimization. (English) Zbl 0995.65003
The author investigates convergence properties and error bounds for the sequential number-theoretic optimization method proposed by K. T. Fang, Y. Wang and K.-T. Huan [Number-theoretic method in statistics (Chapman & Hall, London) (1994; Zbl 0925.65263)]. This method is applied to formulate an algorithm to find a global maximum of a multivariate function, where it is more efficient in some cases than the standard quasi-Monte Carlo method.
65C05 Monte Carlo methods
11Z05 Miscellaneous applications of number theory
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
Full Text: DOI
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