Global optimization and stochastic differential equations

DOI10.1007/BF00941312zbMath0549.65038OpenAlexW1985649736MaRDI QIDQ800076

V. Parisi, F. Aluffi-Pentini, Francesco Zirilli

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1007/bf00941312

zbMATH Keywords

global optimizationtest problemsglobal minimizerssystem of stochastic differential equations

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites Work

• Unnamed Item
• Optimization by Simulated Annealing
• Asymptotic eigenvalue degeneracy for a class of one-dimensional Fokker–Planck operators
• Eigenvalues of the Fokker–Planck Operator and the Approach to Equilibrium for Diffusions in Potential Fields

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