Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
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Publication:3978271
DOI10.1137/0329055zbMath0753.65051OpenAlexW2118439011MaRDI QIDQ3978271
Saul B. Gelfand, Sanjoy K. Mitter
Publication date: 25 June 1992
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0329055
global optimizationWiener processsimulated annealingGaussian noisediffusion processdiffusionsglobal minimumrandom optimizationstochastic gradient algorithmsconvergence in probability
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Combinatorial optimization (90C27) Diffusion processes (60J60)
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