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Adaptive random search for continuous simulation optimization - MaRDI portal

Adaptive random search for continuous simulation optimization (Q3588809)

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Adaptive random search for continuous simulation optimization
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    Adaptive random search for continuous simulation optimization (English)
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    10 September 2010
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    local search
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    pure random search
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    global convergence in probability and almost surely
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    adaptive search with resampling
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    deterministic and stochastic shrinking ball methods
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