Expected number of steps of a random optimization method

DOI10.1007/BF00934526zbMath0479.93078WikidataQ56137799 ScholiaQ56137799MaRDI QIDQ5905037

Chang Chung Yu Dorea

Publication date: 1983

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

stopping timeuniform distributionalmost sure convergenceexpected valuerandom optimization methodsconstrained nonlinear minimization problem

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites Work

• Convergence of a random optimization method for constrained optimization problems