Convergence guarantees for generalized adaptive stochastic search methods for continuous global optimization

DOI10.1016/J.EJOR.2010.07.005MaRDI QIDQ613428zbMATH OpenOpenAlexFDO

Authors Rommel G. Regis

Publication date 20 December 2010

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2010.07.005

zbMATH Keywords

evolutionary algorithmrandom searchevolutionary programming

Mathematics Subject Classification ID

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

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Cites work

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• Global optimization
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• Global optimization requires global information
• Introduction to Stochastic Search and Optimization
• Minimization by Random Search Techniques
• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• Pure adaptive search in global optimization
• Stochastic Estimation of the Maximum of a Regression Function
• Stochastic adaptive search for global optimization.

Cited in

(16)

• Understanding measure-driven algorithms solving irreversibly ill-conditioned problems
• Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains
• A perturbed quasi-Newton algorithm for bound-constrained global optimization
• A proof of convergence of general stochastic search for global minimum
• Global optimization using \(q\)-gradients
• On the convergence of adaptive stochastic search methods for constrained and multi-objective black-box optimization
• A model reference adaptive search method for stochastic global optimization
• Nonautonomous stochastic search for global minimum in continuous optimization
• Improving biorefinery planning: integration of spatial data using exact optimization nested in an evolutionary strategy
• Accelerated random search for constrained global optimization assisted by radial basis function surrogates
• On 'global convergence' of Steiglitz-McBride adaptive algorithm
• Filter-based stochastic algorithm for global optimization
• An ODE method to prove the geometric convergence of adaptive stochastic algorithms
• Sufficient conditions for the convergence of non-autonomous stochastic search for a global minimum
• CGRS -- an advanced hybrid method for global optimization of continuous functions closely coupling extended random search and conjugate gradient method
• Global convergence of discrete-time inhomogeneous Markov processes from dynamical systems perspective

Describes a project that uses

Uses Software

• Global Optimization Toolbox For Maple

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