SIAM Journal on Control and Optimization · 1990 · 41 citations · 7 references
Natural SciencesComputer ScienceOptimizationStochastic ModelingStochastic ProcessesGlobal OptimizationOptimization TheoryStochastic OptimizationAsymptotic AnalysisAsymptotic Distribution TheoryAsymptotic TheoryStopping CriteriaStopping Rules
A stochastic algorithm for estimating the global minimum of a function is described and two types of stopping rules are derived. The first is based on the estimation of the region of attraction of the global minimum; the second is based on the existence of the asymptotic distribution of properly normalized estimators.
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A stochastic method for global optimization
C. G. E. Boender, A. H. G. Rinnooy Kan, G. T. Timmer et al. · Mathematical Programming · 1982 · 255 citations