Convergence Rates of Epsilon-Greedy Global Optimization Under Radial Basis Function Interpolation

DOI10.1287/STSY.2022.0096MaRDI QIDQ6199152zbMATH OpenFDO

Authors Jia-lin Li, Ilya O. Ryzhov

Publication date 23 February 2024

Published in Stochastic Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1287/STSY.2022.0096

zbMATH Keywords

convergence ratesepsilon-greedyglobal optimizationradial basis functions

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)

Recommendations

• Convergence rates of efficient global optimization algorithms
• An adaptive univariate global optimization algorithm and its convergence rate under the Wiener measure
• scientific article; zbMATH DE number 1560334
• A radial basis function method for global optimization
• Average performance of a class of adaptive algorithms for global optimization

Cited in

(1)

• Approximation with fractal radial basis functions

This page was built for publication: Convergence Rates of Epsilon-Greedy Global Optimization Under Radial Basis Function Interpolation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6199152)