Pure adaptive search in Monte Carlo optimization

DOI10.1007/BF01582296MaRDI QIDQ1119467zbMATH OpenOpenAlexFDO

Authors Robert L. Smith, Zelda B. Zabinsky, Nitin R. Patel

Publication date 1989

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01582296

zbMATH Keywords

feasible direction methodinterior moveWolfe's reduced gradient method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05)

Review text

A feasible direction method for linear programming is discussed. This method is similar to Wolfe's reduced gradient method for nonlinear programming. However, some improvements for finite termination are obtained. The complexity of the algorithm is unknown. Some computational experiments are presented.

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Cites work

• A stochastic method for global optimization
• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• Estimation of the Minimum of a Function Using Order Statistics
• scientific article; zbMATH DE number 3841285 (Why is no real title available?)
• scientific article; zbMATH DE number 3422188 (Why is no real title available?)
• Minimization by Random Search Techniques
• Stochastic Methods for Global Optimization
• Technical Note—The Asymptotic Extreme Value Distribution of the Sample Minimum of a Concave Function under Linear Constraints

Cited in

(24)

• Computational behavior of a feasible direction method for linear programming
• Pure adaptive search in global optimization
• A feedback algorithm for determining search parameters for Monte Carlo optimization
• Hesitant adaptive search for global optimisation
• Simulated annealing for constrained global optimization
• Implementing pure adaptive search with Grover's quantum algorithm
• Adaptive random search in quasi-Monte Carlo methods for global optimization
• Towards pure adaptive search
• Pure adaptive search for finite global optimization
• Trajectory optimization using quantum computing
• Improving hit-and-run for global optimization
• The robust constant and its applications in random global search for unconstrained global optimization
• Adaptive random search for continuous simulation optimization
• scientific article; zbMATH DE number 1203377 (Why is no real title available?)
• A new theoretical framework for analyzing stochastic global optimization algorithms
• Performance extrapolation in discrete-event systems simulation
• Expected hitting times for Backtracking Adaptive Search
• Single Observation Adaptive Search for Continuous Simulation Optimization
• Derivative-free optimization methods
• Complexity of general continuous minimization problems: a survey
• Implementing pure adaptive search for global optimization using Markov chain sampling
• Monte Carlo tree search for automatic differential characteristics search: application to SPECK
• On the investigation of stochastic global optimization algorithms
• Using modifications to Grover's search algorithm for quantum global optimization

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