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Convergence rate of a rectangular subdivision-based optimization algorithm for smooth multivariate functions

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In Zheng (J. Glob. Opt. 79:431-445;2021) the authors described a global optimization algorithm for multivariate continuous functions and applied it to an image processing problem. While the algorithm was shown… Click to show full abstract

In Zheng (J. Glob. Opt. 79:431-445;2021) the authors described a global optimization algorithm for multivariate continuous functions and applied it to an image processing problem. While the algorithm was shown to converge for all continuous functions, the convergence rate was not established. In this paper we assume that the objective function is smooth, and establish the asymptotic convergence rate when the algorithm is applied to such a function.

Keywords: functions convergence; convergence rate; optimization; optimization algorithm

Journal Title: Optimization Letters
Year Published: 2021

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