Convergence analysis of a global optimization algorithm using stochastic differential equations
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Cites work
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- A gradient-based continuous method for large-scale optimization problems
- A stochastic algorithm for constrained global optimization
- Asymptotic Global Behavior for Stochastic Approximation and Diffusions with Slowly Decreasing Noise Effects: Global Minimization via Monte Carlo
- Diffusion for Global Optimization in $\mathbb{R}^n $
- Diffusions for Global Optimization
- Global optimization and stochastic differential equations
- Global optimization of higher order moments in portfolio selection
- Global optimization of robust chance constrained problems
- scientific article; zbMATH DE number 2005717 (Why is no real title available?)
- scientific article; zbMATH DE number 953296 (Why is no real title available?)
- scientific article; zbMATH DE number 1409619 (Why is no real title available?)
- Laplace's method revisited: Weak convergence of probability measures
- Linearly constrained global optimization and stochastic differential equations
- Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
- The Gradient Projection Method Along Geodesics
- The Langevin Equation as a Global Minimization Algorithm
Cited in
(10)- Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
- Analysis of search methods of optimization based on potential theory. III: Convergence of methods
- General convergence analysis of stochastic first-order methods for composite optimization
- Global optimization with orthogonality constraints via stochastic diffusion on manifold
- scientific article; zbMATH DE number 2130662 (Why is no real title available?)
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- scientific article; zbMATH DE number 6960961 (Why is no real title available?)
- Rates of Convergence for a Class of Global Stochastic Optimization Algorithms
- An stochastic algorithm for global optimization with linear constraints based on intermittent diffusion
- Global Optimization via Schrödinger–Föllmer Diffusion
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