A stochastic algorithm for constrained global optimization

Authors
Recchioni, MC Scoccia, A
Citation
Mc. Recchioni et A. Scoccia, A stochastic algorithm for constrained global optimization, J GLOB OPT, 16(3), 2000, pp. 257-270
Citations number
9
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF GLOBAL OPTIMIZATION
ISSN journal
09255001 → ACNP
Volume
16
Issue
3
Year of publication
2000
Pages
257 - 270
Database
ISI
SICI code
0925-5001(200003)16:3<257:ASAFCG>2.0.ZU;2-8
Abstract
We present a stochastic algorithm to solve numerically the problem of findi ng the global minimizers of a real valued function subject to lower and upp er bounds. This algorithm looks for the global minimizers following the pat hs of a suitable system of stochastic differential equations. Numerical exp erience on several test problems known in literature is shown.