Statistical inferences for termination of Markov type random search algorithms

DOI10.1007/S10957-008-9502-3zbMath1183.62081OpenAlexW2047365115MaRDI QIDQ1035887

Leonidas L. Sakalauskas, Vaida Bartkutė

Publication date: 4 November 2009

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-008-9502-3

zbMATH Keywords

order statisticsstochastic approximationsimulated annealingMonte Carlo simulationcontinuous optimization

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05) Stochastic programming (90C15) Stochastic approximation (62L20)

Related Items (3)

Simultaneous perturbation stochastic approximation: towards one-measurement per iteration ⋮ Probabilistic stopping rules for GRASP heuristics and extensions ⋮ An algorithm for reducing the dimension and size of a sample for data exploration procedures

Cites Work

• Simultaneous perturbation stochastic approximation of nonsmooth functions
• On estimating the endpoint of a distribution
• Handbook of test problems in local and global optimization
• Convergence of the simulated annealing algorithm for continuous global optimization
• Probability distribution of solution time in GRASP: an experimental investigation
• Estimation of the location of the maximum of a regression function using extreme order statistics
• A derivative-free method for linearly constrained nonsmooth optimization
• Generalized Gradients and Applications
• Introduction to Stochastic Search and Optimization
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