Convergence of one-dimensional one-stage algorithms for multiextremal optimization in the presence of noise

DOI10.1007/BF00970251zbMath0502.90064MaRDI QIDQ1173011

Eh. Senkene, A. G. Zhilinskas

Publication date: 1981

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Wiener processmultimodal optimizationconvergence in probabilitypresence of noiseone-dimensional optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic programming (90C15)

Uses Software

• AS 133

Cites Work

• Algorithm AS 133: Optimization of One-Dimensional Multimodal Functions
• Two algorithms for one-dimensional multimodai minimization
• On statistical models for multimodal optimization
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