Limiting distribution for random optimization methods
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Let f be a function defined on some domain $\Omega \subset R^d $. We consider the problem of finding the global minimum of f subjected to some constraints, say $g_i (x) \leqq 0$, $i = 1, \cdots ,m$. When differentiability is not assumed random optimization methods provide an alternative way to estimate the minimum. For two such methods we study the existence of the limiting distribution and the estimation of the parameter of the limiting distribution.