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

Hisham A. Al-Mharmah, James M. Calvin

Research output: Contribution to journalArticlepeer-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 languageEnglish (US)
Pages (from-to)169-180
Number of pages12
JournalJournal of Global Optimization
Volume15
Issue number2
DOIs
StatePublished - 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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