Comparison of one-dimensional composite and non-composite passive algorithms

被引：1

作者：

Al-Mharmah, HA ^{[1
]}

Calvin, JM

机构：

[1] Univ Jordan, Dept Ind Engn, Amman 11942, Jordan

[2] New Jersey Inst Technol, Dept Comp & Informat Sci, Newark, NJ 07102 USA

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 1999年 / 15卷 / 02期

基金：

美国国家科学基金会;

关键词：

Brownian motion; one-dimensional global optimization; passive algorithms;

D O I：

10.1023/A:1008308319157

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper we analyze composite non-adaptive algorithms for optimization of one-dimensional Brownian motion. We show that a composite deterministic algorithm has a better average performance than the best random one.

引用

页码：169 / 180

页数：12

共 15 条

[1] AlMharmah H, 1996, J GLOBAL OPTIM, V8, P81
[2] DISCRETIZATION ERROR IN SIMULATION OF ONE-DIMENSIONAL REFLECTING BROWNIAN MOTION
Asmussen, Soren
Glynn, Peter
Pitman, Jim
[J]. ANNALS OF APPLIED PROBABILITY, 1995, 5 (04) : 875 - 896
[3] Billingsley P, 1968, CONVERGE PROBAB MEAS
[4] CALVIN J, 1996, AM MATH SOC LECT APP, V32
[5] Calvin JM, 1997, ANN APPL PROBAB, V7, P711
[6] AVERAGE PERFORMANCE OF PASSIVE ALGORITHMS FOR GLOBAL OPTIMIZATION
CALVIN, JM
[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1995, 191 (03) : 608 - 617
[7] Feller W., 1991, An Introduction to Probability Theory and Its Applications, VII
[8] FITZSIMMONS PJ, 1992, SEM STOCHASTIC PROCE
[9] DENSITY FACTORIZATIONS FOR BROWNIAN-MOTION, MEANDER AND THE 3-DIMENSIONAL BESSEL PROCESS, AND APPLICATIONS
IMHOF, JP
[J]. JOURNAL OF APPLIED PROBABILITY, 1984, 21 (03) : 500 - 510
[10] Karlin S, 1975, A First Course in Stochastic Process

← 1 2 →