A stochastic technique for global optimization (Q806680)
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English | A stochastic technique for global optimization |
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A stochastic technique for global optimization (English)
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1991
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The paper discusses the (random) multistart algorithm for solving global optimization problems. Sequential stepping rules are developed in a Bayesian nonparametric framework. The approach is illustrated by solving a number of randomly generated test problems.
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random multistart algorithm
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global optimization
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Sequential stepping rules
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