most citedA Generalized Weighted Optimization Method for Computational Learning and Inversion

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math.OC2023

Adaptive State-Dependent Diffusion for Derivative-Free Optimization

Björn Engquist, Kui Ren, Yunan Yang

This paper develops and analyzes a stochastic derivative-free optimization strategy. A key feature is the state-dependent adaptive variance. We prove global convergence in probabil…