A Conditional Gaussian Martingale Algorithm for Global Optimization

DOI10.1007/11751595_89MaRDI QIDQ3600169zbMATH OpenOpenAlexFDO

Authors Manuel L. Esquível

Publication date 10 February 2009

Published in Computational Science and Its Applications - ICCSA 2006 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/11751595_89

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Stochastic programming (90C15)

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Cited in

(2)

• Convergence guarantees for generalized adaptive stochastic search methods for continuous global optimization
• The method of global optimization of a function and estimation of the speed of its convergence

Describes a project that uses

Uses Software

• PGSL
• Global Optimization Toolbox For Maple

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