Global optimization using diffusion perturbations with large noise intensity

DOI10.1007/s10255-006-0328-1zbMath1116.60043OpenAlexW2075370873MaRDI QIDQ861400

K. Yin, G. George Yin

Publication date: 29 January 2007

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-006-0328-1

zbMATH Keywords

global optimizationrandom perturbationoptimization algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic approximation (62L20) Diffusion processes (60J60)

Related Items (2)

Interactive diffusions for global optimization ⋮ Global optimization with orthogonality constraints via stochastic diffusion on manifold

Cites Work

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• Asymptotic Global Behavior for Stochastic Approximation and Diffusions with Slowly Decreasing Noise Effects: Global Minimization via Monte Carlo
• On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components

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