A global optimization algorithm using stochastic differential equations

DOI10.1145/50063.50064MaRDI QIDQ3816923zbMATH OpenOpenAlexWikidataFDO

Authors F. Aluffi-Pentini, V. Parisi, Francesco Zirilli

Publication date 1988

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL http://www.acm.org/pubs/contents/journals/toms/1988-14/

zbMATH Keywords

FORTRANglobal optimizationSIGMAstatistical mechanicsstochastic differential equationtest problems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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(10)

• A parallel global optimization algorithm inspired by quantum physics
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• An optimization approach to robust nonlinear control design
• Unconstrained global optimization using stochastic intergral equations
• Global optimization of statistical functions with simulated annealing
• An inverse problem for the three dimensional vector Helmholtz equation for a perfectly conducting obstacle
• Convergence analysis of a global optimization algorithm using stochastic differential equations
• Linearly constrained global optimization and stochastic differential equations
• Global optimization using diffusion perturbations with large noise intensity

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• SIGMA_

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