Global optimization of functions by the random optimization method

DOI10.1080/00207177908922835MaRDI QIDQ3869091zbMATH OpenOpenAlexFDO

Authors

Publication date 1979

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207177908922835

zbMATH Keywords

convergence theoremdisturbed observed valuesglobal optimization of functionsrandom optimization methodrandom perturbation of the objective functionrandom search algorithmstochastic nonlinear programming

Mathematics Subject Classification ID

Numerical methods in optimal control (49M99) Stochastic approximation (62L20) Stochastic programming (90C15)

Cites work

• A modified convergence theorem for a random optimization method
• scientific article; zbMATH DE number 3466802 (Why is no real title available?)
• Nonlinear programming methods in the presence of noise
• On Convergence of the Kiefer-Wolfowitz Approximation Procedure
• Stochastic approximation algorithms for the local optimization of functions with nonunique stationary points
• Stochastic Estimation of the Maximum of a Regression Function

Cited in

(4)

• Online learning via congregational gradient descent
• A new filled function applied to global optimization.
• Several filled functions with mitigators.
• A new filled function for unconstrained global optimization

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