Comparison of One-dimensional Composite and Non-composite Passive Algorithms

  • Authors:

  • Hisham A. Al-Mharmah;James M. Calvin

  • Affiliations:

  • Industrial Engineering Department, University of Jordan, Amman 11942, Jordan;Department of Computer and Information Science, New Jersey Institute of Technology, Newark, NJ 07102, USA (e-mail: mharmah@nets.com.jo)

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 1999

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Abstract

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.