A global optimization algorithm using stochastic differential equations

DOI10.1145/50063.50064zbMath0665.65061OpenAlexW2025758880WikidataQ111897995 ScholiaQ111897995MaRDI QIDQ3816923

F. Aluffi-Pentini, Francesco Zirilli, V. Parisi

Publication date: 1988

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1988-14/

zbMATH Keywords

global optimizationstochastic differential equationtest problemsstatistical mechanicsFORTRANSIGMA

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (8)

Convergence analysis of a global optimization algorithm using stochastic differential equations ⋮ Linearly constrained global optimization and stochastic differential equations ⋮ An optimization approach to robust nonlinear control design ⋮ A parallel global optimization algorithm inspired by quantum physics ⋮ Simulated annealing: An initial application in econometrics ⋮ Double descent and intermittent color diffusion for landscape exploration ⋮ Global optimization of statistical functions with simulated annealing ⋮ An inverse problem for the three dimensional vector Helmholtz equation for a perfectly conducting obstacle

Uses Software

• SIGMA_

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