Iteratively sampling scheme for stochastic optimization with variable number sample path

DOI10.1016/J.ORL.2022.03.006OpenAlexW4223540696MaRDI QIDQ2157906FDOQ2157906

Authors: Shuang Hao, Dali Zhang, Ming Dong 

Publication date: 22 July 2022

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2022.03.006

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zbMATH Keywords

convergencesampling schemedirectional direct searchvariable number sample path

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

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• Optimization with hidden constraints and embedded Monte Carlo computations
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• Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates

Cited In (1)

• Alternative sampling strategy for a random optimization algorithm

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