Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142811 | Operations Research Letters | 2008 | 6 Pages |
Abstract
Randomized direct-search methods for the optimization of a function f:Rn→Rf:Rn→R that is given by a black box for ff-evaluations are investigated. These iterative methods generate new candidate solutions by adding isotropically distributed vectors to the current candidate solution. Lower bounds on the number of ff-evaluations necessary for reducing the approximation error in the search space are proved.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Jens Jägersküpper,