Lower bounds for randomized direct search with isotropic sampling

DOI10.1016/J.ORL.2007.10.003MaRDI QIDQ943792zbMATH OpenOpenAlexFDO

Authors Jens Jägersküpper

Publication date 10 September 2008

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2007.10.003

zbMATH Keywords

direct searchprobabilistic analysisheuristic optimizationrandom search

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59)

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Cites work

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• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• Algorithmic analysis of a basic evolutionary algorithm for continuous optimization
• Upper and lower bounds for randomized search heuristics in black-box optimization

Cited in

(6)

• Oblivious Randomized Direct Search for Real-Parameter Optimization
• Direct Search Based on Probabilistic Descent in Reduced Spaces
• Principled design of continuous stochastic search: from theory to practice
• Lower Bounds for Hit-and-Run Direct Search
• Drift conditions for estimating the first hitting times of evolutionary algorithms
• Efficient covariance matrix update for variable metric evolution strategies

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