Stochastic Global Optimization

• Main Authors: Zhigljavsky, Anatoly, ilinskas, Antanas
• Format: eBook Book
• Language: English
• Published: New York Springer-Verlag 2008; Springer; Springer US
• Edition: 2. Aufl.
• Series: Springer Optimization and Its Applications
• Subjects: Globale Optimierung. swd; Mathematical optimization; Mathematics; Mathematics and Statistics; Optimisation mathématique; Optimization; Probability Theory and Stochastic Processes; Processus stochastiques; Statistical Theory and Methods; Stochastic processes; Stochastische Optimierung. swd; Wissen Mathematik; Technik
• ISBN: 9780387740225; 0387740228; 9781441944856; 1441944850
• ISSN: 1931-6828
• DOI: 10.1007/978-0-387-74740-8

This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive text is divided into four chapters, the topics include the basic principles and methods of global random search, statistical inference in random search, Markovian and population-based random search methods, methods based on statistical models of multimodal functions and principles of rational decisions theory. Key features: Inspires readers to explore various stochastic methods of global optimization by clearly explaining the main methodological principles and features of the methods, Includes a comprehensive study of probabilistic and statistical models underlying the stochastic optimization algorithms, Expands upon more sophisticated techniques including random and semi-random coverings, stratified sampling schemes, Markovian algorithms and population based algorithms, Provides a thorough description of the methods based on statistical models of objective function, Discusses criteria for evaluating efficiency of optimization algorithms and difficulties occurring in applied global optimization.