Expected number of steps of a random optimization method
| Autor: | C. C. Y. Dorea |
|---|---|
| Rok vydání: | 1983 |
| Předmět: |
Convolution random number generator
Random search Mathematical optimization Control and Optimization Random variate Convergence of random variables Applied Mathematics Stochastic simulation Random optimization Stochastic optimization Management Science and Operations Research Expected value Mathematics |
| Zdroj: | Journal of Optimization Theory and Applications. 39:165-171 |
| ISSN: | 1573-2878 0022-3239 |
| DOI: | 10.1007/bf00934526 |
| Popis: | In this paper, we give an estimate of the expected number of steps of Matya's random optimization method applied to the constrained nonlinear minimization problem. It is also shown that, in a sense, this random optimization method can be optimized by the uniform distribution, in which case the exact value of the expected number of steps is computed. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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