Optimising noisy objective functions

DOI10.1007/s10898-004-9969-xzbMath1093.90041OpenAlexW2034996775MaRDI QIDQ813361

H. Edwin Romeijn, David W. Bulger

Publication date: 8 February 2006

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

Full work available at URL: https://doi.org/10.1007/s10898-004-9969-x

zbMATH Keywords

Global optimisationNoisy objective functionPure random search

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

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