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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

What is MCQ? The Mathematical Citation Quotient (MCQ) measures journal impact by looking at citations over a five-year period. Subscribers to MathSciNet may click through for more detailed information.

 

Adaptive search in quasi-Monte Carlo optimization
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by Christian Biester, Peter J. Grabner, Gerhard Larcher and Robert F. Tichy PDF
Math. Comp. 64 (1995), 807-818 Request permission

Abstract:

Motivated by a linear time-complexity result for an adaptive Monte Carlo algorithm, we propose and analyze an adaptive deterministic algorithm. We restrict a grid search to nested subregions that promise to provide improvement of the current solution, and we obtain an exponential rate of convergence in function evaluations. For proving the main result we restrict ourselves to functions on hypercubes. In a final section we outline how to extend the method to the general case and give some numerical examples.
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Additional Information
  • © Copyright 1995 American Mathematical Society
  • Journal: Math. Comp. 64 (1995), 807-818
  • MSC: Primary 65C05; Secondary 65K10
  • DOI: https://doi.org/10.1090/S0025-5718-1995-1270614-4
  • MathSciNet review: 1270614