Nonparametric global optimization methods have been developed that determine the location of their next guess based on the rank-transformed objective function evaluations rather than the actual function values themselves. Another commonly-used transformation in nonparametric statistics is the normal
The rank transformation applied to a multivariate method of global optimization
โ Scribed by Perttunen, C.D.; Stuckman, B.E.
- Book ID
- 114550807
- Publisher
- Institute of Electrical and Electronics Engineers
- Year
- 1990
- Weight
- 499 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0018-9472
- DOI
- 10.1109/21.59984
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๐ SIMILAR VOLUMES
The filled function method is an effective approach to find a global minimizer. In this paper, based on a new definition of the filled function for nonsmooth constrained programming problems, a one-parameter filled function is constructed to improve the efficiency of numerical computation. Then a co
In this paper, we propose a filled function method for solving nonsmooth constrained global optimization problems. Based on a new definition of the filled function, a more practical one-parameter filled function is constructed which overcomes some drawbacks of the previous filled functions. Then a c