Global optimization using diffusion perturbations with large noise intensity (Q861400)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global optimization using diffusion perturbations with large noise intensity |
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Global optimization using diffusion perturbations with large noise intensity (English)
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29 January 2007
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The authors determine an algorithm for global optimization of gradient ascent type and use random perturbations. It shows by properly varying the noise intensity, approximations of the global maximum can be achieved. It builds algorithms in discrete-time, recursive algorithms with occasional perturbations involving large noise intensity.
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global optimization
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optimization algorithm
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random perturbation
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