Comparison of One-dimensional Composite and Non-composite Passive Algorithms

Hisham A. Al-Mharmah; James M. Calvin

doi:10.1023/A:1008308319157

Comparison of One-dimensional Composite and Non-composite Passive Algorithms

Hisham A. Al-Mharmah, James M. Calvin

Computer Science

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

In this paper we analyze composite non-adaptive algorithms for optimization of one-dimensional Brownian motion. We show that a composite deterministic algorithm has a better aver-age performance than the best random one.

Original language	English (US)
Pages (from-to)	169-180
Number of pages	12
Journal	Journal of Global Optimization
Volume	15
Issue number	2
DOIs	https://doi.org/10.1023/A:1008308319157
State	Published - Sep 1999

All Science Journal Classification (ASJC) codes

Computer Science Applications
Management Science and Operations Research
Control and Optimization
Applied Mathematics

Keywords

Brownian motion
One-dimensional global optimization
Passive algorithms

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10.1023/A:1008308319157

Cite this

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title = "Comparison of One-dimensional Composite and Non-composite Passive Algorithms",

abstract = "In this paper we analyze composite non-adaptive algorithms for optimization of one-dimensional Brownian motion. We show that a composite deterministic algorithm has a better aver-age performance than the best random one.",

keywords = "Brownian motion, One-dimensional global optimization, Passive algorithms",

author = "Al-Mharmah, {Hisham A.} and Calvin, {James M.}",

note = "Funding Information: The second author was supported in part by NSF Grant DMI-9500173.",

year = "1999",

month = sep,

doi = "10.1023/A:1008308319157",

language = "English (US)",

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publisher = "Springer Netherlands",

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T1 - Comparison of One-dimensional Composite and Non-composite Passive Algorithms

AU - Al-Mharmah, Hisham A.

AU - Calvin, James M.

N1 - Funding Information: The second author was supported in part by NSF Grant DMI-9500173.

PY - 1999/9

Y1 - 1999/9

N2 - In this paper we analyze composite non-adaptive algorithms for optimization of one-dimensional Brownian motion. We show that a composite deterministic algorithm has a better aver-age performance than the best random one.

AB - In this paper we analyze composite non-adaptive algorithms for optimization of one-dimensional Brownian motion. We show that a composite deterministic algorithm has a better aver-age performance than the best random one.

KW - Brownian motion

KW - One-dimensional global optimization

KW - Passive algorithms

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M3 - Article

AN - SCOPUS:0347760599

SN - 0925-5001

VL - 15

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EP - 180

JO - Journal of Global Optimization

JF - Journal of Global Optimization

IS - 2

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Comparison of One-dimensional Composite and Non-composite Passive Algorithms

Abstract

All Science Journal Classification (ASJC) codes

Keywords

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