Multistart global optimization with tunnelling and an evolutionary strategy supervised by a martingale

DOI10.1080/0305215X.2021.1940989MaRDI QIDQ6048201zbMATH OpenOpenAlexFDO

Authors Mian Li

Publication date 10 October 2023

Published in Engineering Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0305215x.2021.1940989

zbMATH Keywords

global optimizationmartingalemultistartstochastic process

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59)

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Cited in

(3)

• A perturbed martingale approach to global optimization
• On the physical interpretation of neural PDEs
• Multistart algorithm for identifying all optima of nonconvex stochastic functions

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