Effort associated with a class of random optimization methods

DOI10.1007/BF01594927zbMath0719.90076OpenAlexW1965961570MaRDI QIDQ2640454

Chang Chung Yu Dorea

Publication date: 1991

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01594927

zbMATH Keywords

nondifferentiable optimizationrandom algorithms

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Limit theorems in probability theory (60F99)

Related Items (1)

On the efficiency of a continuous version of the simulated annealing algorithm

Cites Work

• Limiting Distribution for Random Optimization Methods
• Estimation of the Minimum of a Function Using Order Statistics
• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
• Expected number of steps of a random optimization method

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