ISSN:
1572-9338
Schlagwort(e):
Global optimization
;
statistical optimization
;
Bayesian statistics
;
random search
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
,
Wirtschaftswissenschaften
Notizen:
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.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF01876141
Permalink
