Lower bound on complexity of optimization of continuous functions
نویسنده
چکیده
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.
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عنوان ژورنال:
- J. Complexity
دوره 20 شماره
صفحات -
تاریخ انتشار 2004