Global Optimization by Adapted Diffusion

DOI10.1109/TSP.2010.2071867MaRDI QIDQ4570689zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Oleg V. Poliannikov, Hamid Krim, Elena Zhizhina

Publication date 9 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2010.2071867

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59)

Cited in

(2)

• Interactive diffusions for global optimization
• Global optimization using diffusion perturbations with large noise intensity

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