Algorithm 667: Sigma—a stochastic-integration global minimization algorithm

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Algorithm 667: Sigma—a stochastic-integration global minimization algorithm

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ACM Transactions on Mathematical Software (TOMS) archive
Volume 14 , Issue 4 (December 1988) table of contents

Pages: 366 - 380

Year of Publication: 1988

ISSN:0098-3500

Authors

Filippo Aluffi-Pentini	Univ. di Roma, Roma, Italy
Valerio Parisi	2nd Rome Univ., Roma, Italy
Francesco Zirilli	Univ. di Roma, Roma, Italy

Publisher

ACM New York, NY, USA

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appendices and supplements references index terms collaborative colleagues

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APPENDICES and SUPPLEMENTS

SIGMA (667.gz) (49 KB)

global minimization using a stochastic integration algorithm
Gams: G1b1a

REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	Filippo Aluffi-Pentini , Valerio Parisi , Francesco Zirilli, A global optimization algorithm using stochastic differential equations, ACM Transactions on Mathematical Software (TOMS), v.14 n.4, p.345-365, Dec. 1988 [doi>10.1145/50063.50064]
	2	Donald E. Knuth, The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms, Addison-Wesley Longman Publishing Co., Inc., Boston, MA, 1997
	3	RYDER, B. G., AND HALL, A.D. The PFORT verifier. Computing Science Tech. Rep. 12, I.T.T. Bell Laboratories, Murray Hill, N.J., Jan. 1981.