Convergence analysis of a global optimization algorithm using stochastic differential equations.
Panos ParpasBerç RustemPublished in: J. Glob. Optim. (2009)
Keyphrases
- optimization algorithm
- convergence analysis
- multi objective
- stochastic differential equations
- global convergence
- differential evolution
- optimization method
- particle swarm optimization pso
- brownian motion
- optimality conditions
- convergence rate
- neural network
- maximum a posteriori estimation
- approximation methods
- additive gaussian noise
- fractional brownian motion
- genetic algorithm