Numerical approximation of the solution in infinite dimensional global optimization using a representation formula

DOI10.1007/S10898-015-0357-5zbMath1336.49039OpenAlexW1156434420MaRDI QIDQ288225

F. Blanchet-Sadri, M. Dambrine

Publication date: 25 May 2016

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-015-0357-5

zbMATH Keywords

variational calculusrepresentation formulanonconvex global optimization

Mathematics Subject Classification ID

Related Items (1)

Genetic global optimization algorithms

Cites Work

• Numerical methods for linear boundary value problems based on Feynman-Kac representations
• The solving of boundary value problems by numerical integration of stochastic equations
• Um Procedimento Numérico para a Otimização Global Baseado em uma Representação da Solução
• Letter to the Editor—-A Closed Form Solution of Certain Programming Problems
• A Simplex Method for Function Minimization
• A stochastic particle method for the McKean-Vlasov and the Burgers equation
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