Almost surely convergent global optimziation algorithm using noise-corrupted observations

DOI10.1023/A:1004661730014zbMath0966.90061MaRDI QIDQ1579659

N. Delaunay

Publication date: 6 May 2001

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

zbMATH Keywords

global optimization; stochastic approximation; random search

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C26: Nonconvex programming, global optimization

90C59: Approximation methods and heuristics in mathematical programming

Cites Work

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