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