An adaptive stochastic global optimization algorithm for one-dimensional functions

DOI10.1007/BF02096402MaRDI QIDQ1904720zbMATH OpenOpenAlexFDO

Authors Marco Locatelli, Fabio Schoen

Publication date 24 July 1996

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02096402

zbMATH Keywords

global optimizationsequential stopping rulesone-step look-aheadsample path from a Wiener processstopping criteria for Bayesian algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 43985 (Why is no real title available?)
• scientific article; zbMATH DE number 3499123 (Why is no real title available?)
• Algorithms for multi-extremal mathematical programming problems employing the set of joint space-filling curves
• Bayesian methods in global optimization
• Global optimization
• Global optimization of univariate Lipschitz functions. I: Survey and properties
• Statistical decision theory and Bayesian analysis. 2nd ed
• Stochastic techniques for global optimization: A survey of recent advances

Cited in

(8)

• Global optimization based on a statistical model and simplicial partitioning.
• One-dimensional global optimization for observations with noise
• On convergence of a \(P\)-algorithm based on a statistical model of continuously differentiable functions
• Convex quadratic underestimation and Branch and Bound for univariate global optimization with one nonconvex constraint
• A new stochastic algorithm of global optimization—Region’s walk and contraction
• Univariate global optimization with multiextremal non-differentiable constraints without penalty functions
• scientific article; zbMATH DE number 3215693 (Why is no real title available?)
• A one-dimensional optimization algorithm and its convergence rate under the Wiener measure

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