<p>Bayesian decision theory is known to provide an effective framework for the practical solution of discrete and nonconvex optimization problems. This book is the first to demonstrate that this framework is also well suited for the exploitation of heuristic methods in the solution of such problems,
Bayesian Approach to Global Optimization: Theory and Applications
โ Scribed by Jonas Mockus (auth.)
- Publisher
- Springer Netherlands
- Year
- 1989
- Tongue
- English
- Leaves
- 266
- Series
- Mathematics and Its Applications 37
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
`Bayesian Approach to Global Optimization is an excellent reference book in the field. As a text it is probably most appropriate in a mathematics or computer science department or at an advanced graduate level in engineering departments ...'
A. Belegundu, Applied Mechanics Review, Vol. 43, no. 4, April 1990
โฆ Table of Contents
Front Matter....Pages i-xiv
Global Optimization and the Bayesian Approach....Pages 1-3
The Conditions of Bayesian Optimality....Pages 4-21
The Axiomatic Non-Probabilistic Justification of Bayesian Optimality Conditions....Pages 22-38
Stochastic Models....Pages 39-78
Bayesian Methods for Global Optimization in the Gaussian Case....Pages 79-116
The Analysis of Structure and the Simplification of the Optimization Problems....Pages 117-124
The Bayesian Approach to Local Optimization....Pages 125-156
The Application Of Bayesian Methods....Pages 157-196
Portable Fortran Software for Global Optimization....Pages 197-236
Back Matter....Pages 237-246
โฆ Subjects
Numeric Computing; Operations Research, Management Science; Theory of Computation
๐ SIMILAR VOLUMES
<p>This book shows how the Bayesian Approach (BA) improves wellยญ known heuristics by randomizing and optimizing their parameters. That is the Bayesian Heuristic Approach (BHA). The ten in-depth examples are designed to teach Operations Research using Internet. Each example is a simple representation
Most global optimization literature focuses on theory. This book, however, contains descriptions of new implementations of general-purpose or problem-specific global optimization algorithms. It discusses existing software packages from which the entire community can learn. The contributors are exper