Convergence guarantees for generalized adaptive stochastic search methods for continuous global optimization

European Journal of Operational Research

Volumn 207, Issue 3, 2010, Pages 1187-1202

  Regis, Rommel G ^a  

^a SAINT JOSEPH S UNIVERSITY   (United States)

Author keywords

Convergence; Evolutionary algorithm; Evolutionary programming; Global optimization; Random search; Stochastic search

Indexed keywords

ALMOST SURE CONVERGENCE; CAUCHY DISTRIBUTION; CONDITIONAL DENSITY; CONVERGENCE; CONVERGENCE CONDITIONS; CONVERGENCE RATES; ELLIPTICAL DISTRIBUTIONS; EVOLUTIONARY PROGRAMMING; EVOLUTIONARY PROGRAMMING ALGORITHMS; GENERAL CLASS; GLOBAL MINIMA; GLOBAL OPTIMIZATION ALGORITHM; GLOBAL OPTIMUM; MULTIVARIATE NORMAL; RANDOM SEARCHES; RANDOM VECTORS; STOCHASTIC ALGORITHMS; STOCHASTIC GLOBAL OPTIMIZATION; STOCHASTIC SEARCH; STOCHASTIC SEARCH METHODS; TECHNICAL CONDITIONS;

COMPUTER PROGRAMMING; EVOLUTIONARY ALGORITHMS; GLOBAL OPTIMIZATION; OPTIMIZATION; PROBABILITY DISTRIBUTIONS; STOCHASTIC SYSTEMS;

CONVERGENCE OF NUMERICAL METHODS;

EID: 77957717985     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2010.07.005     Document Type: Article

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