Abstract
We give two general convergence proofs for random search algorithms. We review the literature and show how our results extend those available for specific variants of the conceptual algorithm studied here. We then exploit the convergence results to examine convergence rates and to actually design implementable methods. Finally we report on some computational experience.
Keywords
ExploitMathematical proofConvergence (economics)MathematicsMathematical optimizationMinificationProofs of convergence of random variablesAlgorithmConvergence of random variablesTheoretical computer scienceComputer scienceRandom variableStatisticsAlgebra of random variables
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Publication Info
- Year
- 1981
- Type
- article
- Volume
- 6
- Issue
- 1
- Pages
- 19-30
- Citations
- 1634
- Access
- Closed
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Cite This
Francisco J. Solís,
Roger J.‐B. Wets
(1981).
Minimization by Random Search Techniques.
Mathematics of Operations Research
, 6
(1)
, 19-30.
https://doi.org/10.1287/moor.6.1.19
Identifiers
- DOI
- 10.1287/moor.6.1.19