Comparison of One-dimensional Composite and Non-composite Passive Algorithms

Document Type

Article

Publication Date

1-1-1999

Abstract

In this paper we analyze composite non-adaptive algorithms for optimization of one-dimensional Brownian motion. We show that a composite deterministic algorithm has a better aver-age performance than the best random one.

Identifier

0347760599 (Scopus)

Publication Title

Journal of Global Optimization

External Full Text Location

https://doi.org/10.1023/A:1008308319157

ISSN

09255001

First Page

169

Last Page

180

Issue

2

Volume

15

Grant

DMI-9500173

Fund Ref

National Science Foundation

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