Adaptive State-Dependent Diffusion for Derivative-Free Optimization
Author:
Funder
National Science Foundation
Walter Haefner Stiftung
ETH Zürich Foundation
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s42967-023-00324-3.pdf
Reference35 articles.
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3. Cartis, C., Roberts, L.: Scalable subspace methods for derivative-free nonlinear least-squares optimization. Math. Program. 199, 461–524 (2023)
4. Chen, L., Stroock, D.W.: The fundamental solution to the Wright-Fisher equation. SIAM J. Math. Anal. 42, 539–567 (2010)
5. Chiang, T.-S., Hwang, C.-R., Sheu, S.J.: Diffusion for global optimization in $${\mathbb{R} }^n$$. SIAM J. Control. Optim. 25(3), 737–753 (1987)
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