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Approximation of the distribution of convergence times for stochastic global optimisation

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Publication:598603
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DOI10.1023/A:1013823616640zbMath1045.90041OpenAlexW1586856869MaRDI QIDQ598603

David W. Bulger, Graham R. Wood, David L. J. Alexander

Publication date: 12 August 2004

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1013823616640


zbMATH Keywords

Markov chainOptimizationStochastic processAdaptive searchStochastic approximation


Mathematics Subject Classification ID

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


Related Items (4)

Backtracking adaptive search: distribution of number of iterations to convergence ⋮ New stochastic approximation algorithms with adaptive step sizes ⋮ Variance or spectral density in sampled data filtering? ⋮ Generating functions and the performance of backtracking adaptive search




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