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A partition-based global optimization algorithm

✍ Scribed by Giampaolo Liuzzi; Stefano Lucidi; Veronica Piccialli


Publisher
Springer US
Year
2010
Tongue
English
Weight
228 KB
Volume
48
Category
Article
ISSN
0925-5001

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Global optimization based on a statistic
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A statistical model for global optimization is constructed generalizing some properties of the Wiener process to the multidimensional case. An approach to the construction of global optimization algorithms is developed using the proposed statistical model. The convergence of an algorithm based on th