Average performance of passive algorithms for global optimization

DOI10.1006/JMAA.1995.1151zbMATH Open0832.90103OpenAlexW2001155497MaRDI QIDQ1804782FDOQ1804782

Authors: James M. Calvin 

Publication date: 15 May 1995

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1995.1151

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zbMATH Keywords

global optimizationBrownian motionpassive algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Cited In (8)

• On Lerch's transcendent and the Gaussian random walk
• Cumulants of the maximum of the Gaussian random walk
• Using excursion to analyze simulation output
• On the minimum of a conditioned Brownian bridge
• Asymptotics of the maximum of Brownian motion under Erlangian sampling
• Title not available (Why is that?)
• A lower bound on convergence rates of nonadaptive algorithms for univariate optimization with noise
• On the monitoring error of the supremum of a normal jump diffusion process

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