On Accelerated Random Search

DOI10.1137/S105262340240063XMaRDI QIDQ4651965zbMATH OpenOpenAlexFDO

Authors

Publication date 23 February 2005

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s105262340240063x

zbMATH Keywords

simulated annealingglobal optimizationstochastic optimizationcomparison of methodsquasi-Newton methodrandom searchperformance comparisontraveling salesman problemsnumerical examples of Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Methods of quasi-Newton type (90C53)

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Cited in

(32)

• Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization
• Adaptive partitioned random search to global optimization
• Accelerated random search method for dynamic FE model updating
• Extending OSCARS-II to generally constrained global optimization
• The robust constant and its applications in global optimization
• A CARTopt method for bound-constrained global optimization
• A direct bootstrapping technique and its application to a novel goodness of fit test
• The robust constant and its applications in random global search for unconstrained global optimization
• CARTopt: a random search method for nonsmooth unconstrained optimization
• Efficient method of moments estimators for integer time series models
• \textsc{Oscars}-II: an algorithm for bound constrained global optimization
• Stochastic filter methods for generally constrained global optimization
• The New Arsti Optimization Method: Adaptive Random Search with Translating Intervals
• Nonautonomous stochastic search in global optimization
• Efficient search by optimized intermittent random walks
• Analysis and parameter selection for an adaptive random search algorithm
• Pure random search with exponential rate of convergency
• Passive multipath time delay estimation using MCMC methods
• Asymptotic total variation tests for copulas
• Calibration of GARCH models using concurrent accelerated random search
• Nonautonomous stochastic search for global minimum in continuous optimization
• Particle-kernel estimation of the filter density in state-space models
• Direct search nonsmooth constrained optimization via rounded ℓ₁ penalty functions
• On the convergence rate issues of general Markov search for global minimum
• One side cut accelerated random search
• Accelerated random search for constrained global optimization assisted by radial basis function surrogates
• A direct search quasi-Newton method for nonsmooth unconstrained optimization
• A cover partitioning method for bound constrained global optimization
• Randomized Speedup of the Bellman–Ford Algorithm
• Using estimated gradients in bound-constrained global optimization
• Quickest search over Brownian channels
• Global convergence of discrete-time inhomogeneous Markov processes from dynamical systems perspective

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