Statistical Inferences for Termination of Markov Type Random Search Algorithms
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DOI: 10.1007/s10957-008-9502-3
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- Bartkute, Vaida & Sakalauskas, Leonidas, 2007. "Simultaneous perturbation stochastic approximation of nonsmooth functions," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1174-1188, September.
- Chen, Hung & Huang, Mong-Na Lo & Huang, Wen-Jang, 1996. "Estimation of the Location of the Maximum of a Regression Function Using Extreme Order Statistics," Journal of Multivariate Analysis, Elsevier, vol. 57(2), pages 191-214, May.
- R. L. Yang, 2000. "Convergence of the Simulated Annealing Algorithm for Continuous Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 104(3), pages 691-716, March.
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Cited by:
- Corominas, Albert, 2023. "On deciding when to stop metaheuristics: Properties, rules and termination conditions," Operations Research Perspectives, Elsevier, vol. 10(C).
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Keywords
Order statistics; Monte Carlo simulation; Continuous optimization; Simulated annealing; Stochastic approximation;All these keywords.
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