Randomized Pattern Search

DOI10.1109/TC.1972.5008979MaRDI QIDQ5643525zbMATH OpenFDO

Authors J. P. Lawrence III, Ken Steiglitz

Publication date 1972

Published in IEEE Transactions on Computers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TC.1972.5008979

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Cited in

(5)

• An optimized step-size random search (ossrs)
• Improving hit-and-run for global optimization
• Stochastic Methods for Global Optimization
• Pure random search with exponential rate of convergency
• Optimized relative step size random searches

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