A perturbed quasi-Newton algorithm for bound-constrained global optimization

DOI10.4208/JCM.2307-M2023-0016MaRDI QIDQ7019797zbMATH OpenFDO

Authors Raouf Ziadi, Abdellatif Benchérif-Madani

Publication date 5 March 2025

Published in Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/JCM.2307-M2023-0016

zbMATH Keywords

global optimizationlimited memory BFGS methodstochastic perturbationtruncated multivariate double exponential distribution

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53)

Cites work

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