A lower bound on convergence rates of nonadaptive algorithms for univariate optimization with noise

DOI10.1007/s10898-010-9530-zzbMath1205.93074MaRDI QIDQ1959254

James M. Calvin

Publication date: 6 October 2010

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-010-9530-z

zbMATH Keywords

global optimization; Wiener process; noisy information

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

90C15: Stochastic programming

93C25: Control/observation systems in abstract spaces

Cites Work

• Unnamed Item
• Unnamed Item
• One-dimensional global optimization for observations with noise
• Axiomatic characterization of a global optimization algorithm and investigation of its search strategy
• A versatile stochastic model of a function of unknown and time varying form
• Global optimization with non-convex constraints. Sequential and parallel algorithms
• Average performance of passive algorithms for global optimization
• Comparison of one-dimensional composite and non-composite passive algorithms
• Optimal random non-adaptive algorithm for global optimization of Brownian motion
• Stochastic global optimization.
• Approximation and optimization on the Wiener space
• Two algorithms for one-dimensional multimodai minimization
• Noisy Information and Computational Complexity
• Global optimization