Nonautonomous stochastic search for global minimum in continuous optimization
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Publication:2019146
DOI10.1016/j.jmaa.2013.10.070zbMath1308.90118OpenAlexW2080342625MaRDI QIDQ2019146
Publication date: 27 March 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2013.10.070
global optimizationstochastic optimizationLyapunov functionevolution strategyfoias operatorgrenade explosion method
Discrete-time Markov processes on general state spaces (60J05) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)
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