Simulated annealing type algorithms for multivariate optimization

DOI10.1007/BF01759052zbMath0733.90074OpenAlexW1980726309MaRDI QIDQ810383

Sanjoy K. Mitter, Saul B. Gelfand

Publication date: 1991

Published in: Algorithmica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01759052

zbMATH Keywords

stochastic approximationrandom searchgradient descentdiscrete-time continuous-state simulated annealing type algorithmsmultivariate optimization

Mathematics Subject Classification ID

Diffusion processes (60J60) Markov and semi-Markov decision processes (90C40) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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