A global optimization algorithm using adaptive random search

DOI10.1016/0096-3003(80)90027-2zbMath0451.90096OpenAlexW2000486853MaRDI QIDQ1148232

S. F. Masri, F. B. Safford, George A. Bekey

Publication date: 1980

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(80)90027-2

zbMATH Keywords

sensitivityglobal optimizationadaptive random searchtest problemperiodical optimization of step-size distribution

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cites Work

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• Convergence of the random search method in the presence of noise
• Random optimization
• A method of unconstrained global optimization
• Expanding subinterval random search for system identification and control
• On the Convergence of Statistical Search
• A Comparative Evaluation of Two Global Search Algorithms
• An Adaptive Random Search Algorithm for Constrained Minimization
• On the Convergence of Random Search Algorithms In Continuous Time with Applications to Adaptive Control

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