Lower Bounds for Hit-and-Run Direct Search

DOI10.1007/978-3-540-74871-7_11MaRDI QIDQ3608504zbMATH OpenOpenAlexFDO

Authors Jens Jägersküpper

Publication date 5 March 2009

Published in Stochastic Algorithms: Foundations and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-74871-7_11

Mathematics Subject Classification ID

Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Randomized algorithms (68W20)

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Cited in

(8)

• Efficient covariance matrix update for variable metric evolution strategies
• Near-optimal computation of runs over general alphabet via non-crossing LCE queries
• Improving hit-and-run for global optimization
• Variable metric random pursuit
• On the optimal order of worst case complexity of direct search
• Principled design of continuous stochastic search: from theory to practice
• Oblivious Randomized Direct Search for Real-Parameter Optimization
• Lower bounds for randomized direct search with isotropic sampling

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