Pure random search with exponential rate of convergency

DOI10.1080/02331930701763447MaRDI QIDQ3553768zbMATH OpenOpenAlexFDO

Authors Dragan Radulović

Publication date 21 April 2010

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331930701763447

zbMATH Keywords

optimizationrandom searchexponential ratenon-gradient

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Search theory (90B40)

Recommendations

• scientific article; zbMATH DE number 3862941
• scientific article; zbMATH DE number 4080680
• On Linear Convergence of a Class of Random Search Algorithms
• On Accelerated Random Search
• scientific article; zbMATH DE number 4031420

Cites work

• A modified convergence theorem for a random optimization method
• An electromagnetism-like mechanism for global optimization
• Direction choice for accelerated convergence in hit-and-run sampling
• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• Global optimization by multilevel coordinate search
• Hit-and-run algorithms for the identification of nonredundant linear inequalities
• Improving hit-and-run for global optimization
• Minimization by Random Search Techniques
• New reflection generator for simulated annealing in mixed-integer/continuous global optimization
• Numerical Solution of Systems of Nonlinear Equations
• On Accelerated Random Search
• On uniform covering, adaptive random search and raspberries
• Optimal sequential sampling policy of partitioned random search and its approximation
• Pure adaptive search in global optimization
• Randomized Pattern Search
• Simulated annealing for constrained global optimization
• Stochastic minimization with adaptive memory

Cited in

(6)

• The robust constant and its applications in global optimization
• The robust constant and its applications in random global search for unconstrained global optimization
• On the convergence rate issues of general Markov search for global minimum
• One side cut accelerated random search
• \textsc{Oscars}-II: an algorithm for bound constrained global optimization
• Using estimated gradients in bound-constrained global optimization

Describes a project that uses

Uses Software

• NL2SOL

This page was built for publication: Pure random search with exponential rate of convergency

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3553768)