Adaptive state-dependent diffusion for derivative-free optimization

DOI10.1007/s42967-023-00324-3zbMath1541.65038MaRDI QIDQ6575305

Kui Ren, Yunan Yang, Björn Engquist

Publication date: 19 July 2024

Published in: Communications on Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

global optimizationstationary distributionderivative-free optimizationadaptive diffusionFokker-Planck theory

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Stochastic programming (90C15)

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