Convergence guarantees for generalized adaptive stochastic search methods for continuous global optimization
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Publication:613428
DOI10.1016/J.EJOR.2010.07.005zbMATH Open1209.90295OpenAlexW2156906851MaRDI QIDQ613428FDOQ613428
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
Approximation methods and heuristics in mathematical programming (90C59) Nonconvex programming, global optimization (90C26)
Cites Work
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- Introduction to Stochastic Search and Optimization
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- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- Stochastic Estimation of the Maximum of a Regression Function
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- Minimization by Random Search Techniques
- Global optimization
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Cited In (13)
- Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains
- 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
- On 'global convergence' of Steiglitz-McBride adaptive algorithm
- 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
- 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
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