Continuous lunches are free plus the design of optimal optimization algorithms
type: Item
instance of: scholarly article
title: Continuous lunches are free plus the design of optimal optimization algorithms
zbMATH Open document ID: 1206.90133
author: Anne Auger
author: Olivier Teytaud
published in: Algorithmica
publication date: 2010-03-04T00:00:00Z
full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary
review text: The authors investigate extensions of no-free-lunch theorems for countably infinite and continuous domains and derive an optimal optimization algorithm assuming a prior distribution on the distribution of functions and a finite number of iterates.
reviewed by: Svetlana A. Kravchenko
Mathematics Subject Classification ID: 90C27
Mathematics Subject Classification ID: 90C59
Mathematics Subject Classification ID: 68T20
zbMATH DE Number: 5677433
zbMATH Keywords: no-free-lunch
zbMATH Keywords: Kolmogorov's extension theorem
zbMATH Keywords: expensive optimization
zbMATH Keywords: dynamic programming
zbMATH Keywords: complexity
zbMATH Keywords: bandit-based Monte-Carlo planning
Wikidata QID: Q56431139
describes a project that uses: EGO
describes a project that uses: DFO
MaRDI profile type: Publication
OpenAlex ID: W2006565216
cites work: Q3241581
cites work: Q4368722
cites work: Q3794956
cites work: Recent progress in unconstrained nonlinear optimization without derivatives
cites work: Stochastic process measurability conditions
cites work: Optimization with randomized search heuristics -- the (A)NFL theorem, realistic scenarios, and difficult functions.
cites work: A no-free-lunch theorem for non-uniform distributions of target functions
cites work: Efficient global optimization of expensive black-box functions
cites work: Q4026976
cites work: A derivative based surrogate model for approximating and optimizing the output of an expensive computer simulation
cites work: Q4088210
cites work: Q3073613
cites work: An informational approach to the global optimization of expensive-to-evaluate functions
DBLP publication ID: journals/algorithmica/AugerT10
DOI: 10.1007/S00453-008-9244-5
description: scientific article; zbMATH DE number 5677433