A generalization of the Solis-Wets method

DOI10.1016/j.jspi.2011.08.016zbMath1235.90110OpenAlexW2004694381MaRDI QIDQ651065

Miguel de Carvalho

Publication date: 8 December 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.08.016

zbMATH Keywords

stochastic optimizationextremum estimatorsimproving hit-and-run algorithmSolis-Wets methodzigzag algorithm

Mathematics Subject Classification ID

Stochastic programming (90C15)

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