Methods for estimating the global maximum point and the integral of a continuous function on a compact set

DOI10.1134/S1064562420030059zbMath1477.62401OpenAlexW3085413710MaRDI QIDQ2243739

Boris S. Darkhovsky

Publication date: 11 November 2021

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562420030059

zbMATH Keywords

global optimizationMonte Carlo methodmultidimensional integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Integration with respect to measures and other set functions (28A25) Topological data analysis (62R40)

Cites Work

• Global optimization of general constrained grey-box models: new method and its application to constrained PDEs for pressure swing adsorption
• An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints
• On parallel branch and bound frameworks for global optimization
• High-dimensional integration: The quasi-Monte Carlo way

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