An upper bound on the asymptotic complexity of global optimization of smooth univariate functions

James M. Calvin

doi:10.1142/9789813109032_0012

An upper bound on the asymptotic complexity of global optimization of smooth univariate functions

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Abstract

We study the problem of approximating the global minimum for a class of twice-continuously differentiable functions defined on the unit interval. For an algorithm that uses only function values, we show that the loga- rithm of the reciprocal of the error is asymptotically of order n/log(n) after n function evaluations.

Original language	English (US)
Title of host publication	Information And Complexity
Publisher	World Scientific Publishing Co.
Pages	303-315
Number of pages	13
ISBN (Electronic)	9789813109032
DOIs	https://doi.org/10.1142/9789813109032_0012
State	Published - Jan 1 2016
Externally published	Yes

All Science Journal Classification (ASJC) codes

General Computer Science

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10.1142/9789813109032_0012

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An upper bound on the asymptotic complexity of global optimization of smooth univariate functions

Abstract

All Science Journal Classification (ASJC) codes

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