ISSN:
1572-9338
Keywords:
Global optimization
;
statistical optimization
;
Bayesian statistics
;
random search
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
,
Economics
Notes:
Abstract Several different approaches have been suggested for the numerical solution of the global optimization problem: space covering methods, trajectory methods, random sampling, random search and methods based on a stochastic model of the objective function are considered in this paper and their relative computational effectiveness is discussed. A closer analysis is performed of random sampling methods along with cluster analysis of sampled data and of Bayesian nonparametric stopping rules.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01876141
