Model-Based Annealing Random Search with Stochastic Averaging

DOI10.1145/2641565zbMath1369.90135OpenAlexW2131846131MaRDI QIDQ5270721

Jiaqiao Hu, Enlu Zhou, Qi Fan

Publication date: 30 June 2017

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2641565

zbMATH Keywords

global optimizationstochastic approximationmodel-based algorithms

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59) Stochastic approximation (62L20)

Related Items (3)

Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization ⋮ Empirical tail risk management with model-based annealing random search ⋮ Single Observation Adaptive Search for Continuous Simulation Optimization

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