A stochastic method for global optimization

C.G.E. Boender; A.H.G. Rinnooy Kan; G.T. Timmer; L. Stougie

doi:10.1007/BF01581033

A stochastic method for global optimization

C.G.E. Boender
, A.H.G. Rinnooy Kan
, G.T. Timmer
, L. Stougie

Research output: Contribution to Journal › Article › Academic › peer-review

Abstract

A stochastic method for global optimization is described and evaluated. The method involves a combination of sampling, clustering and local search, and terminates with a range of confidence intervals on the value of the global optimum. Computational results on standard test functions are included as well

Original language	English
Pages (from-to)	125-140
Journal	Mathematical Programming
Volume	22
Issue number	1
DOIs	https://doi.org/10.1007/BF01581033
Publication status	Published - 1982

Bibliographical note

0525.90076

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10.1007/BF01581033

http://repository.tue.nl/680709

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title = "A stochastic method for global optimization",

abstract = "A stochastic method for global optimization is described and evaluated. The method involves a combination of sampling, clustering and local search, and terminates with a range of confidence intervals on the value of the global optimum. Computational results on standard test functions are included as well",

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AU - Stougie, L.

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M3 - Article

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VL - 22

SP - 125

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JO - Mathematical Programming

JF - Mathematical Programming

IS - 1

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A stochastic method for global optimization

Abstract

Bibliographical note

UN SDGs

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