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An average-case analysis for a continuous random search algorithm

Published online by Cambridge University Press:  01 July 2016

Dietmar Pfeifer*
Affiliation:
Technical University Aachen
*
Postal address: Institut für Statistik und Wirtschaftsmathematik, Rheinisch-Westfälische Technische Hochschule, Wüllnerstrasse 3, D-5100 Aachen, W. Germany.
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Abstract

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We give an upper bound for the average complexity (i.e. the expected number of steps until termination) for a continuous random search algorithm using results from renewal theory. It is thus possible to show that for a predefined accuracy ε, the average complexity of the algorithm is O(–log ε) for ε → 0 which is optimal up to a constant factor.

Type
Letters to the Editor
Copyright
Copyright © Applied Probability Trust 1985 

References

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