A stochastic probing algorithm for global optimization

DOI10.1007/BF00122056MaRDI QIDQ1187848zbMATH OpenFDO

Authors Purushottam W. Laud, L. Mark Berliner, Prem K. Goel

Publication date 23 July 1992

Published in Journal of Global Optimization (Search for Journal in Brave)

zbMATH Keywords

simulated annealingBayesian analysisglobal optimizationstatistical thermodynamicsGibbs' distribution

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Cites work

• scientific article; zbMATH DE number 3976122 (Why is no real title available?)
• scientific article; zbMATH DE number 4048925 (Why is no real title available?)
• scientific article; zbMATH DE number 43985 (Why is no real title available?)
• scientific article; zbMATH DE number 3992765 (Why is no real title available?)
• Generalized Simulated Annealing for Function Optimization
• Letter to the Editor—A Monte Carlo Method for the Approximate Solution of Certain Types of Constrained Optimization Problems
• Optimization by simulated annealing
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• The Application of the Annealing Algorithm to the Construction of Exact Optimal Designs for Linear-Regression Models
• Thermodynamical approach to the travelling salesman problem: An efficient simulation algorithm

Cited in

(8)

• Evolutionary annealing: global optimization in measure spaces
• Stationary probability density of stochastic search processes in global optimization
• A Global Search Method for Discrete Stochastic Optimization
• High-dimensional simulation-based estimation
• The Hyperbell algorithm for global optimization: A random walk using Cauchy densities
• Probabilistic adaptations of point generation schemes in some global optimization algorithms
• A stochastic technique for global optimization
• On the investigation of stochastic global optimization algorithms

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