Convergence Rates of Epsilon-Greedy Global Optimization Under Radial Basis Function Interpolation

DOI10.1287/stsy.2022.0096MaRDI QIDQ6199152

Ilya O. Ryzhov, Jia-lin Li

Publication date: 23 February 2024

Published in: Stochastic Systems (Search for Journal in Brave)

zbMATH Keywords

global optimizationconvergence ratesradial basis functionsepsilon-greedy

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)

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