A Stochastic Method for Constrained Global Optimization

DOI10.1137/0804051zbMath0823.49023OpenAlexW2065913805MaRDI QIDQ4321316

Klaus Ritter, Stefan Schäffler

Publication date: 22 October 1995

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0804051

zbMATH Keywords

Brownian motionparallel algorithmspenalty approachconstrained global optimizationstochastic methodtransputer network

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical methods based on nonlinear programming (49M37) Stochastic integral equations (60H20)

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