The Annals of Probability

Minimization Algorithms and Random Walk on the $d$-Cube

David Aldous

Full-text: Open access

Abstract

Consider the number of steps needed by algorithms to locate the minimum of functions defined on the $d$-cube, where the functions are known to have no local minima except the global minimum. Regard this as a game: one player chooses a function, trying to make the number of steps needed large, while the other player chooses an algorithm, trying to make this number small. It is proved that the value of this game is approximately of order $2^{d/2}$ steps as $d \rightarrow \infty$. The key idea is that the hitting times of the random walk provide a random function for which no algorithm can locate the minimum within $2^{d(1/2 - \varepsilon)}$ steps.

Article information

Source
Ann. Probab., Volume 11, Number 2 (1983), 403-413.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176993605

Digital Object Identifier
doi:10.1214/aop/1176993605

Mathematical Reviews number (MathSciNet)
MR690137

Zentralblatt MATH identifier
0513.60068

JSTOR
links.jstor.org

Subjects
Primary: 60J15
Secondary: 68C25

Keywords
Minimization algorithms computational complexity random walk $d$-dimensional cube

Citation

Aldous, David. Minimization Algorithms and Random Walk on the $d$-Cube. Ann. Probab. 11 (1983), no. 2, 403--413. doi:10.1214/aop/1176993605. https://projecteuclid.org/euclid.aop/1176993605


Export citation