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E-book
Author Zhigli͡avskiĭ, A. A. (Anatoliĭ Aleksandrovich)

Title Stochastic global optimization / Anatoly Zhigljavsky, Antanas Žilinskas
Published New York : Springer, [2008]
©2008
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Description 1 online resource (ix, 262 pages) : illustrations (some color)
Series Springer optimization and its applications ; 9
Springer optimization and its applications ; 9
Contents Preface -- Introduction -- Basic Concepts and Ideas -- Global Random Search: Fundamentals and Statistical Inference -- Global Random Search: Extensions -- Statistical Models -- References -- Index
Summary 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. Stochastic Global Optimization is intended for mature researchers and graduate students interested in global optimization, operations research, computer science, probability, statistics, computational and applied mathematics, mechanical and chemical engineering, and many other fields where methods of global optimization can be used
Bibliography Includes bibliographical references (pages 245-258) and index
Notes Print version record
Subject Mathematical optimization.
Stochastic processes.
Stochastic Processes.
Form Electronic book
Author Zhilinskas, A.
LC no. 2007933821
ISBN 0387740228
0387747400
9780387740225
9780387747408