Convergence of a random optimization method for constrained optimization problems

DOI10.1007/BF00935752MaRDI QIDQ1149381zbMATH OpenWikidataFDO

Authors S. H. Smith

Publication date 1981

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

constrained minimizationglobal minimaconstrained optimization problemsconvergence with probability oneMatyas' random optimization methodmultimodal performance functions

Mathematics Subject Classification ID

Stochastic programming (90C15) Rate of convergence, degree of approximation (41A25)

Cites work

• An Adaptive Random Search Algorithm for Constrained Minimization
• Method of synthesis of a class of random search algorithms

Cited in

(10)

• Interactive multi-objective programming technique using random optimization method
• Stochastic three points method for unconstrained smooth minimization
• A Zeroth-Order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization
• On the convergence of adaptive stochastic search methods for constrained and multi-objective black-box optimization
• Control analysis and design via randomised coordinate polynomial minimisation
• Material model identification from set of experiments and validation by DIC
• On the convergence of the Baba and Dorea random optimization methods
• Accelerated random search for constrained global optimization assisted by radial basis function surrogates
• On the convergence of a population-based global optimization algorithm
• Expected number of steps of a random optimization method

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