Global optimization by random perturbation of the gradient method with a fixed parameter
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Publication:1337130
DOI10.1007/BF01100691zbMath0827.90132MaRDI QIDQ1337130
Eduardo Souza de Cursi, Marc Pogu
Publication date: 30 October 1994
Published in: Journal of Global Optimization (Search for Journal in Brave)
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Cites Work
- Global optimization and stochastic differential equations
- Simulated annealing type algorithms for multivariate optimization
- On a numerical solution of a class of partial differential equations of mixed type, not adding artificial terms
- Diffusions for Global Optimization
- Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
- Asymptotic Global Behavior for Stochastic Approximation and Diffusions with Slowly Decreasing Noise Effects: Global Minimization via Monte Carlo
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