Abstract
This paper considers the problem of approximating the minimum of a continuous function using a fixed number of sequentially selected function evaluations. A lower bound on the complexity is established by analyzing the average case for the Brownian bridge.
Original language | English (US) |
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Pages (from-to) | 773-795 |
Number of pages | 23 |
Journal | Journal of Complexity |
Volume | 20 |
Issue number | 5 |
DOIs | |
State | Published - Oct 2004 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Algebra and Number Theory
- Statistics and Probability
- Numerical Analysis
- General Mathematics
- Control and Optimization
- Applied Mathematics
Keywords
- Average case complexity
- Global optimization
- Wiener measure