A stochastic method for global optimization
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Cites work
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Cited in
(53)- Dynamic globally concavized filled function method for continuous global optimization
- Towards ``Ideal multistart. A stochastic approach for locating the minima of a continuous function inside a bounded domain
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- Lipschitzian optimization without the Lipschitz constant
- Case study on statistically estimating minimum makespan for flow line scheduling problems.
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- The application of a unified Bayesian stopping criterion in competing parallel algorithms for global optimization
- The impact of accelerating tools on the interval subdivision algorithm for global optimization
- The globally convexized filled functions for global optimization
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- A branch-and-bound algorithm for bound constrained optimization problems without derivatives
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- Confidence Limits for Global Optima Based on Heuristic Solutions to Difficult Optimization Problems: A Simulation Study
- Extensions of the Bartlett-Lewis model for rainfall processes
- Globally convergent methods for n-dimensional multiextremal optimization
- New global optimization methods for ship design problems
- Bayesian nonparametrie inference and monte carlo optimization
- Stochastic global optimization methods part I: Clustering methods
- Branch- and bound algorithms for solving global optimization problems with Lipschitzian structure
- Approximate global optimization with convexity estimation of response surface using Kriging method
- An optimization approach to robust nonlinear control design
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- The New Arsti Optimization Method: Adaptive Random Search with Translating Intervals
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- Scatter search for chemical and bio-process optimization
- Concurrent stochastic methods for global optimization
- The GLOBAL optimization method revisited
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