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) |
|---|---|
| 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