A peak-over-threshold search method for global optimization

DOI10.1016/J.AUTOMATICA.2017.12.002MaRDI QIDQ1640234zbMATH OpenOpenAlexFDO

Authors Siyang Gao, Zhengjun Zhang, Shi, Leyuan

Publication date 14 June 2018

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2017.12.002

zbMATH Keywords

global optimizationextreme value analysismetaheuristic algorithmpartition-based random search

Mathematics Subject Classification ID

Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Approximation methods and heuristics in mathematical programming (90C59) Stochastic programming (90C15) Stochastic systems in control theory (general) (93E03)

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Cites work

• scientific article; zbMATH DE number 194544 (Why is no real title available?)
• A general class of branch-and-bound methods in global optimization with some new approaches for concave minimization
• Adaptive partitioned random search to global optimization
• An introduction to statistical modeling of extreme values
• Minimizing multimodal functions of continuous variables with the “simulated annealing” algorithm—Corrigenda for this article is available here
• Nested Partitions Method for Global Optimization
• Nested Partitions and Its Applications to the Intermodal Hub Location Problem
• Nested partitions method for stochastic optimization
• On the estimation and application of max-stable processes
• Optimization by simulated annealing
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Statistical inference using extreme order statistics

Cited in

(5)

• Maximum independent component analysis with application to EEG data
• Simple linkage: Analysis of a threshold-accepting global optimization method
• SMGO-\(\Delta\): balancing caution and reward in global optimization with black-box constraints
• SMGO: a set membership approach to data-driven global optimization
• Cross-Hill: a heuristic method for global optimization

Describes a project that uses

Uses Software

• ismev
• simannf90

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