Global optimization of functions by the random optimization method
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Publication:3869091
DOI10.1080/00207177908922835zbMath0431.90058OpenAlexW1995068956MaRDI QIDQ3869091
No author found.
Publication date: 1979
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207177908922835
convergence theoremrandom search algorithmrandom optimization methodstochastic nonlinear programmingdisturbed observed valuesglobal optimization of functionsrandom perturbation of the objective function
Stochastic programming (90C15) Stochastic approximation (62L20) Numerical methods in optimal control (49M99)
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Cites Work
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- Nonlinear programming methods in the presence of noise
- Stochastic approximation algorithms for the local optimization of functions with nonunique stationary points
- On Convergence of the Kiefer-Wolfowitz Approximation Procedure
- Stochastic Estimation of the Maximum of a Regression Function