A probabilistic algorithm for global optimization

DOI10.1007/BF02575933zbMath0428.90064OpenAlexW1997831439WikidataQ126270940 ScholiaQ126270940MaRDI QIDQ1137515

Francesco Archetti, Bruno Betrò

Publication date: 1979

Published in: Calcolo (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02575933

zbMATH Keywords

global optimizationWiener processprobabilistic algorithmstochastic modelalgorithmic approximation of the optimumglobal behaviour of a function

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (14)

Application of Bayesian approach to numerical methods of global and stochastic optimization ⋮ On the convergence of adaptive partition algorithms in global optimization ⋮ Global optimization based on a statistical model and simplicial partitioning. ⋮ Bayesian methods in global optimization ⋮ A review of statistical models for global optimization ⋮ Learning Enabled Constrained Black-Box Optimization ⋮ A Bayesian approach to constrained single- and multi-objective optimization ⋮ Convergence qualification of adaptive partition algorithms in global optimization ⋮ Bayesian optimization of pump operations in water distribution systems ⋮ Sequential model based optimization of partially defined functions under unknown constraints ⋮ Experiments with new stochastic global optimization search techniques ⋮ A statistical model for global optimization by means of select and clone ⋮ Comparison of partition evaluation measures in an adaptive partitioning algorithm for global optimization ⋮ Extended univariate algorithms for \(n\)-dimensional global optimization

Cites Work

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