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Theoretical Computer Science
Volume 383, Issues 2-3, 18 September 2007, Pages 132-139
Complexity of Algorithms and Computations
 
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doi:10.1016/j.tcs.2007.04.016    How to Cite or Link Using DOI (Opens New Window)
Copyright © 2007 Elsevier Ltd All rights reserved.

A lower bound on complexity of optimization on the Wiener space

James M. CalvinCorresponding Author Contact Information, a, E-mail The Corresponding Author, E-mail The Corresponding Author, E-mail The Corresponding Author

aDepartment of Computer Science, New Jersey Institute of Technology, Newark, NJ 07102, United States

Available online 13 April 2007.

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Abstract

This paper is a study of the complexity of optimization of continuous univariate functions using a fixed number of sequentially selected function evaluations. The complexity is studied in the average case under a conditioned Wiener measure. We show that to obtain an error of at most epsilon (Porson), on the order of loglog(1/epsilon (Porson))log(1/epsilon (Porson)) function evaluations are required.

Keywords: Global optimization; Wiener measure; Average-case complexity


Theoretical Computer Science
Volume 383, Issues 2-3, 18 September 2007, Pages 132-139
Complexity of Algorithms and Computations
 
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