Implementing pure adaptive search for global optimization using Markov chain sampling

DOI10.1023/A:1011279301005MaRDI QIDQ5942318zbMATH OpenOpenAlexFDO

Authors Daniel J. Reaume, H. Edwin Romeijn, Robert L. Smith

Publication date 28 August 2001

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1011279301005

zbMATH Keywords

couplingMarkov chainrandom search

Mathematics Subject Classification ID

Stochastic programming (90C15) Convex programming (90C25)

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Cited in

(6)

• Pure adaptive search in global optimization
• A direct stochastic algorithm for global search
• Pure adaptive search for finite global optimization
• A Hit‐and‐Run approach for generating scale invariant Small World networks
• Markov modelling and parameterisation of genetic evolutionary test generations
• Generating functions and the performance of backtracking adaptive search

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