On the asymptotic tractability of global optimization

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We consider the intrinsic difficulty of global optimization in high dimensional Euclidean space. We adopt an asymptotic analysis, and give a lower bound on the number of function evaluations required to obtain a given error tolerance. This lower bound complements upper bounds provided by recently proposed algorithms.

Original languageEnglish (US)
Pages (from-to)3-12
Number of pages10
JournalSpringer Optimization and Its Applications
StatePublished - 2016

All Science Journal Classification (ASJC) codes

  • Control and Optimization


  • Adaptive algorithms
  • Lower complexity bounds
  • Tractability


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