Lower Bounds on the Noiseless Worst-Case Complexity of Efficient Global Optimization
Lower Bounds on the Noiseless Worst-Case Complexity of Efficient Global Optimization
Abstract Efficient global optimization is a widely used method for optimizing expensive black-box functions. In this paper, we study the worst-case oracle complexity of the efficient global optimization problem. In contrast to existing kernel-specific results, we derive a unified lower bound for the oracle complexity of efficient global optimization in …