A Conditional Gaussian Martingale Algorithm for Global Optimization

DOI10.1007/11751595_89zbMath1172.90454OpenAlexW1559214334MaRDI QIDQ3600169

Manuel L. Esquível

Publication date: 10 February 2009

Published in: Computational Science and Its Applications - ICCSA 2006 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/11751595_89

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

Uses Software

• PGSL
• Unnamed Item

This page was built for publication: A Conditional Gaussian Martingale Algorithm for Global Optimization