Stochastic global optimization methods part I: Clustering methods
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: Mathematical Programming
سال: 1987
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf02592070