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Minimization by Random Search Techniques
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AI
DOI：10.1287/moor.6.1.19.png)
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Abstract
En 中文
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.
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