Adaptive random search for continuous simulation optimization

Naval Research Logistics

Volumn 57, Issue 6, 2010, Pages 583-604

  Andradóttir, Sigrún ^a   Prudius, Andrei A ^b  

^a Georgia Institute of Technology   (United States)

^b Quantitative Financial Development   (United States)

Author keywords

Adaptive search with resampling; Continuous stochastic optimization; Deterministic and stochastic shrinking ball methods; Global convergence in probability and almost surely; Local search; Pure random search

Indexed keywords

DETERMINISTIC AND STOCHASTIC SHRINKING BALL METHODS; GLOBAL CONVERGENCE; LOCAL SEARCH; PURE RANDOM SEARCH; RESAMPLING; STOCHASTIC OPTIMIZATIONS;

CONVERGENCE OF NUMERICAL METHODS; OPTIMIZATION; PROBABILITY; SHRINKAGE; SPHERES; STOCHASTIC SYSTEMS;

ADAPTIVE ALGORITHMS;

EID: 77956926259     PISSN: 0894069X     EISSN: 15206750     Source Type: Journal    
DOI: 10.1002/nav.20422     Document Type: Article

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