SEQUENTIALLY OPTIMAL ALGORITHM FOR NUMERICAL-INTEGRATION

被引：4

作者：

SUKHAREV, AG ^{[1
]}

机构：

[1] MV LOMONOSOV STATE UNIV,DEPT COMPUTAT MATH & CYBERNET,MOSCOW 117234,USSR

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1979年 / 28卷 / 03期

关键词：

minimax problems; Numerical integration; quadrature formulas; worst-case algorithms;

D O I：

10.1007/BF00933380

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

For the class of functions of one variable, satisfying the Lipschitz condition with a fixed constant, an optimal passive algorithm for numerical integration (an optimal quadrature formula) has been found by Nikol'skii. In this paper, a sequentially optimal algorithm is constructed; i.e., the algorithm on each step makes use in an optimal way of all relevant information which was accumulated on previous steps. Using the algorithm, it is necessary to solve an integer program at each step. An effective algorithm for solving these problems is given. © 1979 Plenum Publishing Corporation.

引用

页码：363 / 373

页数：11