ALTERNATIVE SAMPLING STRATEGY FOR A RANDOM OPTIMIZATION ALGORITHM

Authors
DOREA CCY GONCALVES CR
Citation
Ccy. Dorea et Cr. Goncalves, ALTERNATIVE SAMPLING STRATEGY FOR A RANDOM OPTIMIZATION ALGORITHM, Journal of optimization theory and applications, 78(2), 1993, pp. 401-407
Citations number
7
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of optimization theory and applications → ACNP
ISSN journal
00223239
Volume
78
Issue
2
Year of publication
1993
Pages
401 - 407
Database
ISI
SICI code
0022-3239(1993)78:2<401:ASSFAR>2.0.ZU;2-L
Abstract
Alternative sampling procedures are compared to the pure random search method. It is shown that the efficiency of the algorithm can be impro ved with respect to the expected number of steps to reach an epsilon-n eighborhood of the optimal point.