Average performance of passive algorithms for global optimization

DOI10.1006/JMAA.1995.1151MaRDI QIDQ1804782zbMATHOpenAlexFDO

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

zbMATH Keywords

global optimizationBrownian motionpassive algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cited in

(8)

• On Lerch's transcendent and the Gaussian random walk
• Asymptotics of the maximum of Brownian motion under Erlangian sampling
• On the monitoring error of the supremum of a normal jump diffusion process
• Cumulants of the maximum of the Gaussian random walk
• Using excursion to analyze simulation output
• A lower bound on convergence rates of nonadaptive algorithms for univariate optimization with noise
• scientific article; zbMATH DE number 1368022 (Why is no real title available?)
• On the minimum of a conditioned Brownian bridge

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