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

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
Externally published	Yes

All Science Journal Classification (ASJC) codes

Business, Management and Accounting (miscellaneous)
Computer Science Applications
Control and Optimization
Management Science and Operations Research
Applied Mathematics

Keywords

Brownian motion
One-dimensional global optimization
Passive algorithms

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10.1023/A:1008308319157

Cite this

@article{920eb1b961164c2c8d8c555d11715048,

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)",

volume = "15",

pages = "169--180",

journal = "Journal of Global Optimization",

issn = "0925-5001",

publisher = "Springer Netherlands",

number = "2",

}

TY - JOUR

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

UR - https://www.scopus.com/pages/publications/0347760599

UR - https://www.scopus.com/inward/citedby.url?scp=0347760599&partnerID=8YFLogxK

U2 - 10.1023/A:1008308319157

DO - 10.1023/A:1008308319157

M3 - Article

AN - SCOPUS:0347760599

SN - 0925-5001

VL - 15

SP - 169

EP - 180

JO - Journal of Global Optimization

JF - Journal of Global Optimization

IS - 2

ER -

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

Abstract

All Science Journal Classification (ASJC) codes

Keywords

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