Rates of Convergence for a Class of Global Stochastic Optimization Algorithms

DOI10.1137/S1052623497319225zbMath0958.60020OpenAlexW2057955614MaRDI QIDQ4702339

G. George Yin

Publication date: 24 November 1999

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

Full work available at URL: https://doi.org/10.1137/s1052623497319225

zbMATH Keywords

global optimizationrate of convergenceweak convergencesimulated annealingMonte Carlo methods

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Numerical optimization and variational techniques (65K10) Stochastic approximation (62L20)

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