Statistical inferences for termination of markov type random search algorithms

Journal of Optimization Theory and Applications

Volumn 141, Issue 3, 2009, Pages 475-493

  Bartkute V ^a   Sakalauskas, L ^a  

^a VILNIUS UNIVERSITY   (Lithuania)

Author keywords

Continuous optimization; Monte Carlo simulation; Order statistics; Simulated annealing; Stochastic approximation

Indexed keywords

APPROXIMATION THEORY; FINANCIAL DATA PROCESSING; HEURISTIC ALGORITHMS; INTELLIGENT SYSTEMS; LEARNING ALGORITHMS; MONTE CARLO METHODS; STATISTICS; STOCHASTIC SYSTEMS;

CONFIDENCE INTERVAL; CONTINUOUS OPTIMIZATION; MINIMUM VALUE; MONTE CARLO'S SIMULATION; OPTIMALITY; ORDER-STATISTICS; RANDOM SEARCH ALGORITHM; STATISTICAL INFERENCE; STOCHASTIC APPROXIMATIONS; STOCHASTIC OPTIMIZATION ALGORITHM;

SIMULATED ANNEALING;

EID: 67349220143     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/s10957-008-9502-3     Document Type: Article

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