Convergence of a random optimization method for constrained optimization problems

DOI10.1007/BF00935752zbMath0453.90069WikidataQ56137796 ScholiaQ56137796MaRDI QIDQ1149381

S. H. Smith

Publication date: 1981

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

constrained minimizationglobal minimaconvergence with probability oneconstrained optimization problemsMatyas' random optimization methodmultimodal performance functions

Mathematics Subject Classification ID

Stochastic programming (90C15) Rate of convergence, degree of approximation (41A25)

Related Items (10)

Accelerated random search for constrained global optimization assisted by radial basis function surrogates ⋮ On the convergence of adaptive stochastic search methods for constrained and multi-objective black-box optimization ⋮ Material model identification from set of experiments and validation by DIC ⋮ A Zeroth-Order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization ⋮ Interactive multi-objective programming technique using random optimization method ⋮ Expected number of steps of a random optimization method ⋮ On the convergence of a population-based global optimization algorithm ⋮ Stochastic Three Points Method for Unconstrained Smooth Minimization ⋮ On the convergence of the Baba and Dorea random optimization methods ⋮ Control analysis and design via randomised coordinate polynomial minimisation

Cites Work

• Method of synthesis of a class of random search algorithms
• An Adaptive Random Search Algorithm for Constrained Minimization

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