Minimization by Random Search Techniques

Francisco J. Solis and Roger J.-B. Wets
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Francisco J. Solis: Department of Mathematics, University of Kentucky, Lexington, Kentucky 40506
Roger J.-B. Wets: Department of Mathematics, University of Kentucky, Lexington, Kentucky 40506

Mathematics of Operations Research, 1981, vol. 6, issue 1, pages 19-30

Abstract: We give two general convergence proofs for random search algorithms. We review the literature and show how our results extend those available for specific variants of the conceptual algorithm studied here. We then exploit the convergence results to examine convergence rates and to actually design implementable methods. Finally we report on some computational experience.

Keywords: minimization; random search (search for similar items in EconPapers)
Date: 1981
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Persistent link: http://EconPapers.repec.org/RePEc:inm:ormoor:v:6:y:1981:i:1:p:19-30

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