Adaptive search with stochastic acceptance probabilities for global optimization

DOI10.1016/J.ORL.2007.10.005zbMath1152.90608OpenAlexW2040409426MaRDI QIDQ943781

Robert L. Smith, Archis Ghate

Publication date: 10 September 2008

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2007.10.005

zbMATH Keywords

Markov chain Monte Carlosimulated annealingnoisy objective functions

Mathematics Subject Classification ID

Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (4)

Single Observation Adaptive Search for Continuous Simulation Optimization ⋮ Adaptive random search for continuous simulation optimization ⋮ Decentralized search on spheres using small-world Markov chains: expected hitting times and structural properties ⋮ Statistical Corrections of Invalid Correlation Matrices

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• Introduction to Stochastic Search and Optimization
• Comparison of public-domain software for black box global optimization^∗
• Relative Frequencies of Generalized Simulated Annealing
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