A peak-over-threshold search method for global optimization

DOI10.1016/j.automatica.2017.12.002zbMath1387.93141MaRDI QIDQ1640234

Shi, Leyuan, Zhengjun Zhang, Siyang Gao

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 optimization; extreme value analysis; metaheuristic algorithm; partition-based random search

Mathematics Subject Classification ID

90C15: Stochastic programming

90C59: Approximation methods and heuristics in mathematical programming

93E03: Stochastic systems in control theory (general)

68T20: Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.)

Uses Software

• simannf90
• ismev