Limiting Distribution for Random Optimization Methods

DOI10.1137/0324003zbMath0597.90070OpenAlexW2075373053MaRDI QIDQ3731374

Chang Chung Yu Dorea

Publication date: 1986

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0324003

zbMATH Keywords

order statisticsasymptotic estimatelimiting distributionsglobal minimizationrandom search methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items (6)

Effort associated with a class of random optimization methods ⋮ A new filled function applied to global optimization. ⋮ A new filled function for unconstrained global optimization ⋮ Parameter free limiting distribution for a random optimization algorithm ⋮ Several filled functions with mitigators. ⋮ Alternative sampling strategy for a random optimization algorithm

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