Limiting Distribution for Random Optimization Methods

DOI10.1137/0324003zbMATH Open0597.90070OpenAlexW2075373053MaRDI QIDQ3731374FDOQ3731374

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

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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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• A new filled function applied to global optimization.
• Effort associated with a class of random optimization methods
• Search schemes for random optimization algorithms that preserve the asymptotic distribution
• Several filled functions with mitigators.
• A new filled function for unconstrained global optimization
• A note on stochastic search methods for global optimization
• Alternative sampling strategy for a random optimization algorithm
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• Limit Theorems for Simulation-Based Optimization via Random Search
• Parameter free limiting distribution for a random optimization algorithm

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