SIGMA_

The SIGMA package is a set of FORTRAN subprograms, using double-precision floating-point arithmetic, which attempts to find a global minimizer of a realvalued function f(x) = f(x(i)), . . . , x(n))) of N real variables x(i), . . . ,x(N). (Source: http://dl.acm.org/)

This software is also peer reviewed by journal TOMS.

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element

References in zbMATH (referenced in 21 articles , 1 standard article )

Showing results 1 to 20 of 21.
Sorted by year (citations)

1 2 next

  1. Dieci, Luca; Manetta, Manuela; Zhou, Haomin: Double descent and intermittent color diffusion for landscape exploration (2020)
  2. Yuan, Honglin; Gu, Xiaoyi; Lai, Rongjie; Wen, Zaiwen: Global optimization with orthogonality constraints via stochastic diffusion on manifold (2019)
  3. Parpas, Panos; Rustem, Berç: Convergence analysis of a global optimization algorithm using stochastic differential equations (2009)
  4. El Mouatasim, Abdelkrim; Ellaia, Rachid; Souza de Cursi, José E.: Random perturbation of the variable metric method for unconstrained nonsmooth nonconvex optimization (2006)
  5. Parpas, Panos; Rustem, Berç; Pistikopoulos, Efstratios N.: Linearly constrained global optimization and stochastic differential equations (2006)
  6. Zhou, Changyin; He, Guoping; Li, Shushan: A stochastic search-based global convergence algorithm for constrained optimization problems (2005)
  7. Bolton, H. P. J.; Groenwold, A. A.; Snyman, J. A.: The application of a unified Bayesian stopping criterion in competing parallel algorithms for global optimization (2004)
  8. Anderson, Edward J.; Ferris, Michael C.: A direct search algorithm for optimization with noisy function evaluations (2001)
  9. Streltsov, Simon; Vakili, Pirooz: A non-myopic utility function for statistical global optimization algorithms (1999)
  10. Maponi, Pierluigi; Recchioni, Maria Cristina; Zirilli, Francesco: The use of optimization in the reconstruction of obstacles from acoustic or electromagnetic scattering data (1997)
  11. Goffe, William L.; Ferrier, Gary D.; Rogers, John: Global optimization of statistical functions with simulated annealing (1994)
  12. Jayaraman, Baskar; Holt, Bradley R.: An optimization approach to robust nonlinear control design (1994)
  13. Misici, Luciano; Zirilli, Francesco: Three-dimensional inverse obstacle scattering for time harmonic acoustic waves: A numerical method (1994)
  14. Byrd, Richard H.; Eskow, Elizabeth; Schnabel, Robert B.; Smith, Sharon L.: Parallel global optimization: numerical methods, dynamic scheduling methods, and application to molecular configuration (1993)
  15. Goffe, William L.; Ferrier, Gary D.; Rogers, John: Simulated annealing: An initial application in econometrics (1992)
  16. Muselli, Marco; Ridella, Sandro: Global optimization of functions with the interval genetic algorithm (1992)
  17. Maponi, Pierluigi; Misici, Luciano; Zirilli, Francesco: An inverse problem for the three dimensional vector Helmholtz equation for a perfectly conducting obstacle (1991)
  18. Smith, Sharon L.; Eskow, Elizabeth; Schnabel, Robert B.: Large adaptive, asynchronous stochastic global optimization algorithms for sequential and parallel computation (1990)
  19. Aluffi-Pentini, Filippo; Parisi, Valerio; Zirilli, Francesco: Algorithm 667. SIGMA -- a stochastic-integration global minimization algorithm (1988)
  20. Aluffi-Pentini, Filippo; Parisi, Valerio; Zirilli, Francesco: A global optimization algorithm using stochastic differential equations (1988)

1 2 next