A lower bound on complexity of optimization under the \(r\)-fold integrated Wiener measure

DOI10.1016/J.JCO.2010.10.006zbMath1227.65049OpenAlexW2081828084MaRDI QIDQ544129

James M. Calvin

Publication date: 14 June 2011

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2010.10.006

zbMATH Keywords

global optimizationconvergencestatistical models

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Complexity and performance of numerical algorithms (65Y20)

Cites Work

• On average complexity of global optimization problems
• Average-case analysis of numerical problems
• A lower bound on complexity of optimization on the Wiener space
• Average-Case Optimality of a Hybrid Secant-Bisection Method

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