Filter-based stochastic algorithm for global optimization
We propose the general Filter-based Stochastic Algorithm (FbSA) for the global optimization of nonconvex and nonsmooth constrained problems. Under certain conditions on the probability distributions that generate the sample points, almost sure convergence is proved. In order to optimize problems wit...
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| Other Authors: | , , |
| Format: | article |
| Language: | eng |
| Published: |
2020
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| Subjects: | |
| Online Access: | http://hdl.handle.net/1822/66429 |
| Country: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/66429 |