A perturbed martingale approach to global optimization

DOI10.1016/J.PHYSLETA.2014.07.044zbMATH Open1298.60053OpenAlexW2088280821WikidataQ60585146 ScholiaQ60585146MaRDI QIDQ468044FDOQ468044

Ram Mohan Vasu, Debasish Roy, Saikat Sarkar

Publication date: 5 November 2014

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2014.07.044

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zbMATH Keywords

chaotic dynamicsrandom perturbationsmartingale problemgain-like additive updateslocal and global extremization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15) Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Martingales and classical analysis (60G46)

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Cited In (2)

• Multistart global optimization with tunnelling and an evolutionary strategy supervised by a martingale
• Uncertainties in the 2004 Sumatra–Andaman source through nonlinear stochastic inversion of tsunami waves

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