A lower bound on convergence rates of nonadaptive algorithms for univariate optimization with noise
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DOI: 10.1007/s10898-010-9530-z
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- James M. Calvin, 2007. "Nonadaptive Univariate Optimization for Observations with Noise," Springer Optimization and Its Applications, in: Aimo Törn & Julius Žilinskas (ed.), Models and Algorithms for Global Optimization, pages 185-192, Springer.
- Anatoly Zhigljavsky & Antanas Žilinskas, 2008. "Stochastic Global Optimization," Springer Optimization and Its Applications, Springer, number 978-0-387-74740-8, June.
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Keywords
Global optimization; Wiener process; Noisy information;All these keywords.
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