Minorant Methods of Stochastic Global Optimization
نویسندگان
چکیده
منابع مشابه
Minorant methods for stochastic global optimization
Branch and bound method and Pijavskii's method are extended for solution of global stochastic optimization problems. These extensions employ a concept of stochastic tangent minorants and majorants of the integrand function as a source of global information on the objective function. A calculus of stochastic tangent minorants is developed.
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ژورنال
عنوان ژورنال: Cybernetics and Systems Analysis
سال: 2005
ISSN: 1060-0396,1573-8337
DOI: 10.1007/s10559-005-0053-4