Unconstrained global optimization using stochastic intergral equations

DOI10.1080/02331939508844126zbMath0839.90112OpenAlexW2066585419MaRDI QIDQ4859819

Stefan Schäffler

Publication date: 7 January 1996

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939508844126

zbMATH Keywords

Brownian motionparallel algorithmsunconstrained global optimizationstochastic integral equationsstochastic methodsemi-implicit Euler methodtransputer networks

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Parallel numerical computation (65Y05) Stochastic integral equations (60H20)

Related Items (3)

Adams methods for the efficient solution of stochastic differential equations with additive noise ⋮ Polynomial chaos for the approximation of uncertainties: Chances and limits ⋮ Stochastic method for the solution of unconstrained vector optimization problems

Cites Work

• Automatic differentiation of characterizing sequences
• Diffusions for Global Optimization
• Diffusion for Global Optimization in $\mathbb{R}^n $
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