A one-dimensional optimization algorithm and its convergence rate under the Wiener measure

DOI10.1006/JCOM.2001.0574zbMath0984.68198OpenAlexW1966646505MaRDI QIDQ5946394

James M. Calvin

Publication date: 14 May 2002

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/04dd19fafd9fadbbb2a958602daf14dd5a490eba

zbMATH Keywords

global optimizationWiener measureadaptive algorithm

Mathematics Subject Classification ID

Nonnumerical algorithms (68W05)

Related Items (7)

Lower bound on complexity of optimization of continuous functions ⋮ Designing an Optimal Search Algorithm with Respect to Prior Information ⋮ Continuous global optimization on fractals through \(\alpha\)-dense curves ⋮ Adaptive approximation of the minimum of Brownian motion ⋮ Small Sample Estimation of Parameters for Wiener Process with Noise ⋮ Adaptive quantile computation for Brownian bridge in change-point analysis ⋮ One-dimensional global optimization for observations with noise

Cites Work

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• Axiomatic characterization of a global optimization algorithm and investigation of its search strategy
• On the joint distribution of the maximum and its location for a linear diffusion
• Average performance of a class of adaptive algorithms for global optimization
• Approximation and optimization on the Wiener space
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• Sequential Minimax Search for a Maximum
• Global optimization

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