Minimization Algorithms for Functions with Random Noise

DOI10.1080/01966324.1984.10737139zbMath0547.65052OpenAlexW1979891938MaRDI QIDQ3339195

Russell R. Barton

Publication date: 1984

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1984.10737139

zbMATH Keywords

stochastic optimizationunconstrained minimizationMonte Carlo analysisperformance testingfunctions with random noise

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Stochastic programming (90C15)

Related Items (1)

Global optimization of expensive-to-evaluate functions: An empirical comparison of two sampling criteria

Uses Software

• IMSL Numerical Libraries

Cites Work

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• `` Direct Search Solution of Numerical and Statistical Problems
• An Evaluation of Substitute Methods for Derivatives in Unconstrained Optimization
• Testing Unconstrained Optimization Software
• Optimally conditioned optimization algorithms without line searches

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