A lower bound on complexity of optimization under the r-fold integrated Wiener measure

作者：Calvin James M^*

来源：Journal of Complexity, 2011, 27(3-4): 404-416.

DOI：10.1016/j.jco.2010.10.006

• Optimization
• Statistical models
• Convergence

We consider the problem of approximating the global minimum of an r-times continuously differentiable function on the unit interval, based on sequentially chosen function and derivative evaluations. Using a probability model based on the r-fold integrated Wiener measure, we establish a lower bound on the expected number of function evaluations required to approximate the minimum to within c on average.

• 出版日期2011-8