Minimization by Random Search Techniques

doi:10.1287/moor.6.1.19

Minimization by Random Search Techniques

1981-02-01

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AI

DOI：10.1287/moor.6.1.19

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We give two general convergence proofs for random search algorithms. We review the literature and show how our results extend those available for specific variants of the conceptual algorithm studied here. We then exploit the convergence results to examine convergence rates and to actually design implementable methods. Finally we report on some computational experience.

Minimization by Random Search Techniques

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