论文信息 - An optimization algorithm driven by probabilistic simulation

An optimization algorithm driven by probabilistic simulation

In this short paper we present an algorithm for optimization problems in which the evaluation of the objective function and of its gradient requires Monte Carlo-type probabilistic simulation. The algorithm is based on the gradient method and the paper also presents its convergence analysis.

H. Mukai | S. Maheshwari | H. Mukai | S. Maheshwari

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