Optimal random non-adaptive algorithm for global optimization of Brownian motion

DOI10.1007/BF00229303zbMath0856.90097OpenAlexW2024416650MaRDI QIDQ1923789

James M. Calvin, Hisham A. Al-Mharmah

Publication date: 23 February 1997

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

Full work available at URL: https://doi.org/10.1007/bf00229303

zbMATH Keywords

global optimizationBrownian motionaverage performanceoptimal random non-adaptive algorithmrandom non-adaptive algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (2)

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

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