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Global optimization based on a statistical model and simplicial partitioning

✍ Scribed by A. Žilinskas; J. Žilinskas

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
839 KB
Volume
44
Category
Article
ISSN
0898-1221

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✦ Synopsis

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 the constructed statistical model and simplicial partitioning is proved. Several versions of the algorithm are implemented and investigated.

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