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)

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Cites work

• scientific article; zbMATH DE number 3841285 (Why is no real title available?)
• scientific article; zbMATH DE number 3422188 (Why is no real title available?)
• 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
• 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)

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

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