A lower bound on complexity of optimization on the Wiener space

DOI10.1016/j.tcs.2007.04.016zbMath1124.68040OpenAlexW2073100107MaRDI QIDQ2383590

James M. Calvin

Publication date: 19 September 2007

Published in: Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.tcs.2007.04.016

zbMATH Keywords

Wiener measureGlobal optimizationaverage-case complexity

Mathematics Subject Classification ID

Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (2)

Adaptive approximation of the minimum of Brownian motion ⋮ A lower bound on complexity of optimization under the \(r\)-fold integrated Wiener measure

Cites Work

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• The real number model in numerical analysis
• Lower bound on complexity of optimization of continuous functions
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• The joint density of the maximum and its location for a Wiener process with drift
• Sequential Minimax Search for a Maximum

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