A STOCHASTIC METHOD FOR GLOBAL OPTIMIZATION

C. G. E. Boender, A. H. G. Rinnooy Kan, L. Stougie and G. T. Timmer

No 272200, Econometric Institute Archives from Erasmus University Rotterdam

Abstract: A stochastic method for global optimization is described and evaluated. The method involves a combination of sampling, clustering and local search, and terminates with a range of confidence intervals on the value of the global optimum. Computational results on standard test functions are included as well.

Keywords: Agricultural and Food Policy; International Development (search for similar items in EconPapers)
Pages: 23
Date: 1980
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:ags:eureia:272200

DOI: 10.22004/ag.econ.272200

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