Copyright © 1989 Published by Elsevier Inc.
Asymptotic error for the global maximum of functions in s dimensions
Received 6 June 1988.
Available online 7 September 2004.
Abstract
We study asymptotic errors of algorithms for computing the global maximum of any real function defined on the s-dimensional unit cube whose (r − 1)st derivative exists and satisfies a Lipschitz condition. We prove that the asymptotic error of any algorithm that uses adaptive linear information cannot tend to zero essentially faster than n−r/s. This rate of convergence can be achieved by spline-type algorithms which use nonadaptive function evaluations at equispaced points.






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