Performance of global random search algorithms for large dimensions

DOI10.1007/s10898-017-0535-8zbMath1402.90135OpenAlexW2621377871MaRDI QIDQ1754447

Antanas Žilinskas, Andrey Pepelyshev, Anatoly A. Zhigljavsky

Publication date: 30 May 2018

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: http://orca.cf.ac.uk/100842/1/large_dimension.pdf

zbMATH Keywords

global optimizationrandom searchstatistical modelsextreme value statistics

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59)

Related Items

Continuous global optimization on fractals through \(\alpha\)-dense curves, Improving exploration strategies in large dimensions and rate of convergence of global random search algorithms, Guest editors' preface to the special issue devoted to the 2nd international conference ``Numerical computations: theory and algorithms, June 19--25, 2016, Pizzo Calabro, Italy, An adaptive procedure for the global minimization of a class of polynomial functions, \textsc{Oscars}-II: an algorithm for bound constrained global optimization, Multistart with early termination of descents

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Semiparametric statistical inference in global random search
• Stopping rules in \(k\)-adaptive global random search algorithms
• Stochastic global optimization.
• Convergence properties of stochastic optimization procedures
• Optimal linear estimation of bounds of random variables
• Estimation of the Minimum of a Function Using Order Statistics
• Minimization by Random Search Techniques
• Comparison of tail index estimators
• A statistical model-based algorithm for ‘black-box’ multi-objective optimisation
• Branch and probability bound methods in multi-objective optimization
• Optimal designs in regression with correlated errors