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

Document Type

Conference Proceeding

Publication Date

1-1-2011

Abstract

We consider the problem of approximating the global minimum of an r-times continuously differentiable function on the unit interval, based on sequentially chosen function and derivative evaluations. Using a probability model based on the r-fold integrated Wiener measure, we establish a lower bound on the expected number of function evaluations required to approximate the minimum to within ∈ on average. © 2010 Elsevier Inc. All rights reserved.

Identifier

79955068900 (Scopus)

Publication Title

Journal of Complexity

External Full Text Location

https://doi.org/10.1016/j.jco.2010.10.006

e-ISSN

10902708

ISSN

0885064X

First Page

404

Last Page

416

Issue

3-4

Volume

27

Grant

CMMI-0825381

Fund Ref

National Science Foundation

This document is currently not available here.

Share

COinS