A Stochastic Method for Constrained Global Optimization

DOI10.1137/0804051MaRDI QIDQ4321316zbMATH OpenOpenAlexFDO

Authors Klaus Ritter, Stefan Schäffler

Publication date 22 October 1995

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0804051

zbMATH Keywords

Brownian motionconstrained global optimizationparallel algorithmspenalty approachstochastic methodtransputer network

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20) Nonlinear programming (90C30)

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