Limiting Distribution for Random Optimization Methods

DOI10.1137/0324003MaRDI QIDQ3731374zbMATHOpenAlexFDO

Authors Chang C. Y. Dorea

Publication date 1986

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0324003

zbMATH Keywords

order statisticsasymptotic estimatelimiting distributionsglobal minimizationrandom search methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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• Limit Theorems for Simulation-Based Optimization via Random Search
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• A note on stochastic search methods for global optimization
• Several filled functions with mitigators.
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