TY - JOUR TI - A Short Introduction to Stochastic Optimization AU - Ombach, Jerzy TI - A Short Introduction to Stochastic Optimization AB - We present some typical algorithms used for finding global minimum/ maximum of a function defined on a compact finite dimensional set, discuss commonly observed procedures for assessing and comparing the algorithms’ performance and quote theoretical results on convergence of a broad class of stochastic algorithms. VL - 2014 IS - Volume 23 PY - 2015 SN - 1732-3916 C1 - 2083-8476 SP - 9 EP - 20 DO - 10.4467/20838476SI.14.001.3018 UR - https://ejournals.eu/en/journal/schedae-informaticae/article/a-short-introduction-to-stochastic-optimization KW - global optimization KW - stochastic algorithm KW - random search KW - convergence of metaheuristics