Lower bound on complexity of optimization of continuous functions

Document Type

Article

Publication Date

1-1-2004

Abstract

This paper considers the problem of approximating the minimum of a continuous function using a fixed number of sequentially selected function evaluations. A lower bound on the complexity is established by analyzing the average case for the Brownian bridge. © 2003 Elsevier Inc. All rights reserved.

Identifier

4444279251 (Scopus)

Publication Title

Journal of Complexity

External Full Text Location

https://doi.org/10.1016/j.jco.2003.06.004

ISSN

0885064X

First Page

773

Last Page

795

Issue

5

Volume

20

Grant

DMI-9900117

Fund Ref

National Science Foundation

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