GLOBAL OPTIMIZATION OF FUNCTIONS BY THE RANDOM OPTIMIZATION METHOD

被引:11
作者
BABA, N
机构
[1] IRIA, Institut de Recherche d Informn tique et d Automatique, 178150
关键词
D O I
10.1080/00207177908922835
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper is concerned with a study of convergent properties of the random optimization method for a stochastic unconstrained minimization problem. It is shown that global minimum can be found by the random optimization method. © 1979 Taylor and Francis Group, LLC.
引用
收藏
页码:1061 / 1065
页数:5
相关论文
共 9 条
[1]   MODIFIED CONVERGENCE THEOREM FOR A RANDOM OPTIMIZATION METHOD [J].
BABA, N ;
SHOMAN, T ;
SAWARAGI, Y .
INFORMATION SCIENCES, 1977, 13 (02) :159-166
[2]  
Doob J. L., 1953, STOCHASTIC PROCESSES, V101
[3]   STOCHASTIC ESTIMATION OF THE MAXIMUM OF A REGRESSION FUNCTION [J].
KIEFER, J ;
WOLFOWITZ, J .
ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (03) :462-466
[4]  
KUSHNER HJ, 1972, IEEE T AUTOM CONTROL, V5, P646
[5]  
Luenberger D. G., 1973, INTRO LINEAR NONLINE
[6]  
MATYAS J, 1965, AUTOMAT REM CONTR+, V26, P244
[7]   NON-LINEAR PROGRAMMING METHODS IN PRESENCE OF NOISE [J].
POLJAK, BT .
MATHEMATICAL PROGRAMMING, 1978, 14 (01) :87-97
[8]  
Rastrigin L. A., 1963, AUTOMAT REM CONTR, V24, P1337
[9]   ON CONVERGENCE OF KIEFER-WOLFOWITZ APPROXIMATION PROCEDURE [J].
VENTER, JH .
ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (04) :1031-&