Comparison of independent, stratified and random covering sample schemes in optimization problems (Q1921106)
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English | Comparison of independent, stratified and random covering sample schemes in optimization problems |
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Comparison of independent, stratified and random covering sample schemes in optimization problems (English)
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11 March 1997
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The authors consider three schemes of global optimization algorithms based on the use of grids. They compare the so-called independent sampling, stratified sampling and random covering grids implemented to the estimation problem of the global maximum of a function. The results give an insight on how a decrease of randomness in selection rules for the trial points improves efficiency of global random search algorithms.
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uniform grid
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global optimization algorithms
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stratified sampling
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global random search algorithms
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