Average performance of passive algorithms for global optimization

DOI10.1006/JMAA.1995.1151zbMath0832.90103OpenAlexW2001155497MaRDI QIDQ1804782

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)

Related Items (8)

Unnamed Item ⋮ A lower bound on convergence rates of nonadaptive algorithms for univariate optimization with noise ⋮ On Lerch's transcendent and the Gaussian random walk ⋮ Cumulants of the maximum of the Gaussian random walk ⋮ On the minimum of a conditioned Brownian bridge ⋮ USING EXCURSIONS TO ANALYZE SIMULATION OUTPUT ⋮ Asymptotics of the maximum of Brownian motion under Erlangian sampling ⋮ On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process

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