Pure random search with exponential rate of convergency

DOI10.1080/02331930701763447zbMATH Open1184.90068OpenAlexW2144040203MaRDI QIDQ3553768FDOQ3553768

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

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zbMATH Keywords

optimizationrandom searchexponential ratenon-gradient

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (6)

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

Uses Software

• NL2SOL

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