论文信息 - A Stochastic Algorithm for Constrained Global Optimization

A Stochastic Algorithm for Constrained Global Optimization

We present a stochastic algorithm to solve numerically the problem of finding the global minimizers of a real valued function subject to lower and upper bounds. This algorithm looks for the global minimizers following the paths of a suitable system of stochastic differential equations. Numerical experience on several test problems known in literature is shown.

Maria Cristina Recchioni | A. Scoccia

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