Minimization Algorithms for Functions with Random Noise

DOI10.1080/01966324.1984.10737139MaRDI QIDQ3339195zbMATH OpenOpenAlexFDO

Authors Russell R. Barton

Publication date 1984

Published in American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01966324.1984.10737139

zbMATH Keywords

functions with random noiseMonte Carlo analysisperformance testingstochastic optimizationunconstrained minimization

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Recommendations

• scientific article; zbMATH DE number 1199852
• scientific article; zbMATH DE number 37742
• scientific article; zbMATH DE number 1795729
• Random algorithms for convex minimization problems
• scientific article; zbMATH DE number 4078749
• Random Search Algorithms with Sufficient Descent for Minimization of Functions
• scientific article; zbMATH DE number 962116
• Stochastic algorithm for minimization of an additive function
• scientific article; zbMATH DE number 1555182
• Random gradient-free minimization of convex functions

Cites work

• `` Direct Search Solution of Numerical and Statistical Problems
• An Evaluation of Substitute Methods for Derivatives in Unconstrained Optimization
• scientific article; zbMATH DE number 3612277 (Why is no real title available?)
• scientific article; zbMATH DE number 3220839 (Why is no real title available?)
• scientific article; zbMATH DE number 3224054 (Why is no real title available?)
• Optimally conditioned optimization algorithms without line searches
• Testing Unconstrained Optimization Software

Cited in

(6)

• Global optimization of expensive-to-evaluate functions: An empirical comparison of two sampling criteria
• Stochastic algorithm for minimization of an additive function
• Minimizing noisy functionals in Hilbert space: An extension of the Kiefer-Wolfowitz procedure
• Effort associated with a class of random optimization methods
• scientific article; zbMATH DE number 37742 (Why is no real title available?)
• scientific article; zbMATH DE number 1199852 (Why is no real title available?)

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

This page was built for publication: Minimization Algorithms for Functions with Random Noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3339195)