Lower bound on complexity of optimization of continuous functions

Authors:
James M. Calvin
Affiliations:
Department of Computer Science, 4311 GITC, New Jersey Institute of Technology, Newark, NJ
Venue:
Journal of Complexity
Year:
2004

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Abstract

This paper considers the problem of approximating the minimum of a continuous function using a fixed number of sequentially selected function evaluations. A lower bound on the complexity is established by analyzing the average case for the Brownian bridge.