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On the optimal convergence rate of universal and nonuniversal algorithms for multivariate integration and approximation.
Michael Griebel
Henryk Wozniakowski
Published in:
Math. Comput. (2006)
Keyphrases
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convergence rate
convergence speed
global convergence
worst case
step size
approximation schemes
computational efficiency
competitive ratio
lp norm
optimization methods
hybrid algorithm
optimal solution
learning rate
exhaustive search
primal dual
online algorithms
optimization problems