Some variants of the controlled random search algorithm for global optimization

DOI10.1007/S10957-006-9101-0zbMath1278.90383OpenAlexW2035169492WikidataQ57932099 ScholiaQ57932099MaRDI QIDQ868546

N. E. Zubov

Publication date: 6 March 2007

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-006-9101-0

zbMATH Keywords

direct search methodsglobal optimizationlinear interpolationprobabilistic adaptation

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Uses Software

• INTOPT_90
• Genocop
• WEDGE

Cites Work

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• Lipschitzian optimization without the Lipschitz constant
• Rigorous global search: continuous problems
• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• A numerical comparison of some modified controlled random search algorithms
• Application of stochastic global optimization algorithms to practical problems
• Modified controlled random search algorithms
• A Simplex Method for Function Minimization
• Wedge trust region method for derivative free optimization.

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