M. Calvin, James, Average performance of a class of adaptive algorithms for global optimization, Annals of applied probability , 7(3), 1997, pp. 711-730
We describe a class of adaptive algorithms for approximating the global minimum of a continuous function on the unit interval. The limiting distribution of the error is derived under the assumption of Wiener measure on the objective functions. For any .>0, we construct an algorithm which has error converging to zero at rate n(.1..). in the number of function evaluations n. This convergence rate contrasts with the n.1/2 rate of previously studied nonadaptive methods.