Interactive Diffusions for Global Optimization
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s10957-013-0394-5.pdf
Reference20 articles.
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2. Kirkpatrick, S., Gelatt, C.D. Jr., Vecchi, M.P.: Optimization by simulated annealing. Science 220, 621–680 (1983)
3. Geman, S., Hwang, C.R.: Diffusions for global optimization. SIAM J. Control Optim. 24, 1031–1043 (1986)
4. Chiang, T.S., Hwang, C.R., Sheu, S.J.: Diffusion for global optimization in R n . SIAM J. Control Optim. 25, 737–752 (1987)
5. Kushner, H.J.: Asymptotic global behavior for stochastic approximation and diffusions with slowly decreasing noise effects: global minimization via Monte Carlo. SIAM J. Appl. Math. 47, 169–185 (1987)
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