Geodesic
Randomized algorithms in interval global optimization
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 11 (2008) no. 4, pp. 457-474

Voir la notice de l'article provenant de la source Math-Net.Ru

This paper is a critical survey of the interval optimization methods aimed at computing the global optima of multivariable functions. To overcome some drawbacks of traditional deterministic interval techniques, we outline the ways of constructing stochastic (randomized) algorithms in interval global optimization, in particular those based on the ideas of a random search and simulated annealing. 
@article{SJVM_2008_11_4_a9,
     author = {S. P. Shary},
     title = {Randomized algorithms in interval global optimization},
     journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
     pages = {457--474},
     publisher = {mathdoc},
     volume = {11},
     number = {4},
     year = {2008},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJVM_2008_11_4_a9/}
}
TY  - JOUR
AU  - S. P. Shary
TI  - Randomized algorithms in interval global optimization
JO  - Sibirskij žurnal vyčislitelʹnoj matematiki
PY  - 2008
SP  - 457
EP  - 474
VL  - 11
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SJVM_2008_11_4_a9/
LA  - ru
ID  - SJVM_2008_11_4_a9
ER  - 
%0 Journal Article
%A S. P. Shary
%T Randomized algorithms in interval global optimization
%J Sibirskij žurnal vyčislitelʹnoj matematiki
%D 2008
%P 457-474
%V 11
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SJVM_2008_11_4_a9/
%G ru
%F SJVM_2008_11_4_a9
S. P. Shary. Randomized algorithms in interval global optimization. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 11 (2008) no. 4, pp. 457-474. http://geodesic.mathdoc.fr/item/SJVM_2008_11_4_a9/