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On average complexity of global optimization problems

✍ Scribed by G. W. Wasilkowski

Publisher
Springer-Verlag
Year
1992
Tongue
English
Weight
700 KB
Volume
57
Category
Article
ISSN
0025-5610

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We study the average complexity of linear problems, on a separable Banach space equipped with an orthogonally invariant measure CL. The error and the cost of the algorithms are defined on the average. We exhibit an information operator which is optimal among any linear information operators. We appl