Abstract
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 language | English (US) |
---|---|
Pages (from-to) | 3-12 |
Number of pages | 10 |
Journal | Springer Optimization and Its Applications |
Volume | 107 |
DOIs | |
State | Published - 2016 |
All Science Journal Classification (ASJC) codes
- Control and Optimization
Keywords
- Adaptive algorithms
- Lower complexity bounds
- Tractability