{"id":"https://openalex.org/W1971580797","doi":"https://doi.org/10.1007/s10898-008-9397-4","title":"Convergence analysis of a global optimization algorithm using stochastic differential equations","display_name":"Convergence analysis of a global optimization algorithm using stochastic differential equations","publication_year":2009,"publication_date":"2009-01-15","ids":{"openalex":"https://openalex.org/W1971580797","doi":"https://doi.org/10.1007/s10898-008-9397-4","mag":"1971580797"},"language":"en","primary_location":{"id":"doi:10.1007/s10898-008-9397-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10898-008-9397-4","pdf_url":null,"source":{"id":"https://openalex.org/S115925768","display_name":"Journal of Global Optimization","issn_l":"0925-5001","issn":["0925-5001","1573-2916"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Global Optimization","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5083174192","display_name":"Panos Parpas","orcid":"https://orcid.org/0000-0002-2817-2301"},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Panos Parpas","raw_affiliation_strings":["Department of Computing, Imperial College, London, SW7 2AZ, UK","Department of Computing, Imperial College, London, UK SW7 2AZ"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computing, Imperial College, London, SW7 2AZ, UK","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Department of Computing, Imperial College, London, UK SW7 2AZ","institution_ids":["https://openalex.org/I47508984"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5005628088","display_name":"Ber\u00e7 R\u00fcstem","orcid":null},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Ber\u00e7 Rustem","raw_affiliation_strings":["Department of Computing, Imperial College, London, SW7 2AZ, UK","Department of Computing, Imperial College, London, UK SW7 2AZ"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computing, Imperial College, London, SW7 2AZ, UK","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Department of Computing, Imperial College, London, UK SW7 2AZ","institution_ids":["https://openalex.org/I47508984"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5083174192"],"corresponding_institution_ids":["https://openalex.org/I47508984"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":0.6663,"has_fulltext":false,"cited_by_count":11,"citation_normalized_percentile":{"value":0.76833825,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"45","issue":"1","first_page":"95","last_page":"110"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11829","display_name":"Mathematical Biology Tumor Growth","score":0.995199978351593,"subfield":{"id":"https://openalex.org/subfields/2611","display_name":"Modeling and Simulation"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10545","display_name":"Optimization and Variational Analysis","score":0.9736999869346619,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8467119932174683},{"id":"https://openalex.org/keywords/maxima-and-minima","display_name":"Maxima and minima","score":0.6995459794998169},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.6606354117393494},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.6570389270782471},{"id":"https://openalex.org/keywords/trajectory","display_name":"Trajectory","score":0.5352654457092285},{"id":"https://openalex.org/keywords/stochastic-optimization","display_name":"Stochastic optimization","score":0.5050452351570129},{"id":"https://openalex.org/keywords/measure","display_name":"Measure (data warehouse)","score":0.49880123138427734},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4788491725921631},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.47253894805908203},{"id":"https://openalex.org/keywords/global-optimization","display_name":"Global optimization","score":0.4668273329734802},{"id":"https://openalex.org/keywords/limit","display_name":"Limit (mathematics)","score":0.46550801396369934},{"id":"https://openalex.org/keywords/diffusion-process","display_name":"Diffusion process","score":0.42076438665390015},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.2151099443435669},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.10929557681083679}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8467119932174683},{"id":"https://openalex.org/C186633575","wikidata":"https://www.wikidata.org/wiki/Q845060","display_name":"Maxima and minima","level":2,"score":0.6995459794998169},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.6606354117393494},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6570389270782471},{"id":"https://openalex.org/C13662910","wikidata":"https://www.wikidata.org/wiki/Q193139","display_name":"Trajectory","level":2,"score":0.5352654457092285},{"id":"https://openalex.org/C194387892","wikidata":"https://www.wikidata.org/wiki/Q1747770","display_name":"Stochastic optimization","level":2,"score":0.5050452351570129},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.49880123138427734},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4788491725921631},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.47253894805908203},{"id":"https://openalex.org/C164752517","wikidata":"https://www.wikidata.org/wiki/Q5570875","display_name":"Global optimization","level":2,"score":0.4668273329734802},{"id":"https://openalex.org/C151201525","wikidata":"https://www.wikidata.org/wiki/Q177239","display_name":"Limit (mathematics)","level":2,"score":0.46550801396369934},{"id":"https://openalex.org/C68710425","wikidata":"https://www.wikidata.org/wiki/Q5275442","display_name":"Diffusion process","level":3,"score":0.42076438665390015},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.2151099443435669},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.10929557681083679},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C1276947","wikidata":"https://www.wikidata.org/wiki/Q333","display_name":"Astronomy","level":1,"score":0.0},{"id":"https://openalex.org/C56739046","wikidata":"https://www.wikidata.org/wiki/Q192060","display_name":"Knowledge management","level":1,"score":0.0},{"id":"https://openalex.org/C3017618536","wikidata":"https://www.wikidata.org/wiki/Q304994","display_name":"Innovation diffusion","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s10898-008-9397-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10898-008-9397-4","pdf_url":null,"source":{"id":"https://openalex.org/S115925768","display_name":"Journal of Global Optimization","issn_l":"0925-5001","issn":["0925-5001","1573-2916"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Global Optimization","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W6446302","https://openalex.org/W191074137","https://openalex.org/W293887236","https://openalex.org/W1649489671","https://openalex.org/W1976898022","https://openalex.org/W1985649736","https://openalex.org/W2003747360","https://openalex.org/W2025758880","https://openalex.org/W2041898787","https://openalex.org/W2043898306","https://openalex.org/W2053887662","https://openalex.org/W2080637608","https://openalex.org/W2118439011","https://openalex.org/W2124167738","https://openalex.org/W2158204224","https://openalex.org/W2162211921","https://openalex.org/W2170316986","https://openalex.org/W2266946488","https://openalex.org/W2552207324","https://openalex.org/W4237351959","https://openalex.org/W4291236916"],"related_works":["https://openalex.org/W2992877228","https://openalex.org/W4250124476","https://openalex.org/W2121922170","https://openalex.org/W3131312709","https://openalex.org/W54027447","https://openalex.org/W2135119351","https://openalex.org/W4210838092","https://openalex.org/W2100566702","https://openalex.org/W2753416958","https://openalex.org/W101084228"],"abstract_inverted_index":null,"counts_by_year":[{"year":2021,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":3},{"year":2012,"cited_by_count":1}],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2025-10-10T00:00:00"}
