Effort associated with a class of random optimization methods

Effort associated with a class of random optimization methods

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Article ID: iaor1993362
Country: Netherlands
Volume: 50
Issue: 1
Start Page Number: 91
End Page Number: 98
Publication Date: Mar 1991
Journal: Mathematical Programming (Series A)
Authors:
Abstract:

When differentiability is not assumed random procedures can be successfully used to estimate the extreme values of a given function. For a class of such algorithms the paper treats the problem of estimating the mean effort.

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