Convergence properties of stochastic optimization procedures

computational results convergence properties hybrid optimization methods non-convex optimization problems non-differentiable random search methods stochastic optimization stochastically combined algorithms

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical methods in optimal control (49M99) Sequential statistical methods (62L99) Stochastic programming (90C15)

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Cited in

(29)

Extended univariate algorithms for n-dimensional global optimization
Global optimization on convex sets
Stochastic optimization methods with constraints
Convergence qualification of adaptive partition algorithms in global optimization
Accelerated random search for constrained global optimization assisted by radial basis function surrogates
On the convergence rate issues of general Markov search for global minimum
Performance of global random search algorithms for large dimensions
On the convergence of a population-based global optimization algorithm
Nonautonomous stochastic search for global minimum in continuous optimization
General convergence analysis of stochastic first-order methods for composite optimization
On geometric convergence rate of Markov search towards the fat target
Remarks on convergence in probability.
Generic convergence of algorithms for solving stochastic feasibility problems
Ergodic convergence of a stochastic proximal point algorithm
Stochastic optimization procedure for the index values of software testing
Convergence of trajectories in infinite horizon optimization
On the convergence of adaptive stochastic search methods for constrained and multi-objective black-box optimization
Globally convergent methods for n-dimensional multiextremal optimization
Branch- and bound algorithms for solving global optimization problems with Lipschitzian structure
Convergence of empirical estimates in stochastic optimization problems
On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization
A survey of methods available for the numerical optimization of continuous dynamic systems
Deterministic and stochastic convergence properties of AIMD algorithms with nonlinear back-off functions
Convergence of a global stochastic optimization algorithm with partial step size restarting
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Convergence guarantees for generalized adaptive stochastic search methods for continuous global optimization
Improving exploration strategies in large dimensions and rate of convergence of global random search algorithms
On asymptotic convergence rate of random search
Global convergence of discrete-time inhomogeneous Markov processes from dynamical systems perspective

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