Abstract
We describe an adaptive algorithm for approximating the global minimum of a continuous univariate function. The convergence rate of the error is studied for the case of a random objective function distributed according to the Wiener measure.
Original language | English (US) |
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Pages (from-to) | 471-488 |
Number of pages | 18 |
Journal | Informatica |
Volume | 22 |
Issue number | 4 |
State | Published - Dec 1 2011 |
All Science Journal Classification (ASJC) codes
- Information Systems
- Applied Mathematics