On a Parallelised Diffusion Induced Stochastic Algorithm with Pure Random Search Steps for Global Optimisation

We propose a stochastic algorithm for global optimisation of a regular function, possibly unbounded, defined on a bounded set with regular boundary; a function that attains its extremum in the boundary of its domain of definition. The algorithm is determined by a diffusion process that is associated...

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Bibliographic Details

Published in:	Mathematics
Main Authors:	Manuel L. Esquível, Nadezhda P. Krasii, Pedro P. Mota, Nélio Machado
Format:	Article
Language:	English
Published:	MDPI AG 2021-11-01
Subjects:	global optimisation stochastic algorithms pure random search rate of convergence parallelisation of algorithms
Online Access:	https://www.mdpi.com/2227-7390/9/23/3043