A Stochastic Approach to Global Optimization

Letf : Rn → R be a real valued smooth objective function. The area of nonlinear programming is traditionally concerned with methods that find a local optimum (say local minimum) of f, i.e. a point x* e Rn such that there exists a neighbourhood B of x* with $$f({{x}^{*}}) \leqslant f(x) \forall x \in B$$ (1) .

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