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  • Global optimization  (2)
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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Annals of operations research 1 (1984), S. 87-110 
    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
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Annals of operations research 1 (1984), S. 111-128 
    ISSN: 1572-9338
    Keywords: Global optimization ; Bayesian nonparametric inference ; random distributions ; cluster analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract A crucial step in global optimization algorithms based on random sampling in the search domain is decision about the achievement of a prescribed accuracy. In order to overcome the difficulties related to such a decision, the Bayesian Nonparametric Approach has been introduced. The aim of this paper is to show the effectiveness of the approach when an ad hoc clustering technique is used for obtaining promising starting points for a local search algorithm. Several test problems are considered.
    Type of Medium: Electronic Resource
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