Approximate implementations of pure random search in the presence of noise

DOI10.1007/s10898-004-9970-4zbMath1093.90027OpenAlexW2039818296MaRDI QIDQ813364

H. Edwin Romeijn, David W. Bulger, David L. J. Alexander, Ryan L. Sherriff, James M. Calvin

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/s10898-004-9970-4

zbMATH Keywords

Global optimisationNoisy objective functionPure random searchSequential analysis

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

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Cites Work

• A Simulated Annealing Algorithm with Constant Temperature for Discrete Stochastic Optimization
• Progressive global random search of continuous functions