An stochastic algorithm for global optimization with linear constraints based on intermittent diffusion

DOI10.15960/J.CNKI.ISSN.1007-6093.2020.01.007MaRDI QIDQ5128465zbMATH OpenFDO

Authors

Publication date 27 October 2020

Full work available at URL https://doi.org/10.15960/J.CNKI.ISSN.1007-6093.2020.01.007

zbMATH Keywords

diffusion processeffective set algorithmglobal optimizationlinear constraintstochastic differential equation

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Nonconvex programming, global optimization (90C26)

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