A level-value estimation method and stochastic implementation for global optimization
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Publication:1949597
DOI10.1007/s10957-012-0151-1zbMath1282.90143MaRDI QIDQ1949597
Quan Zheng, Zheng Peng, Dong-Hua Wu
Publication date: 8 May 2013
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-012-0151-1
global optimization; convergence; importance sampling; Newton method; level-value estimation method; variance equation
90C26: Nonconvex programming, global optimization
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