Global optimization based on a statistic
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A. Žilinskas; J. Žilinskas
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Article
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2002
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Elsevier Science
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English
⚖ 839 KB
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