A statistical model for global optimization by means of select and clone
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Publication:4500802
DOI10.1080/02331930008844497zbMath0969.65057OpenAlexW2160601864MaRDI QIDQ4500802
Publication date: 2000
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331930008844497
global optimizationbranch-and-bound algorithmWiener processnumerical examplesstatistical modelselect and clone technique
Numerical mathematical programming methods (65K05) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15)
Related Items (2)
Global optimization based on a statistical model and simplicial partitioning. ⋮ On an Asymptotic Property of a Simplicial Statistical Model of Global Optimization
Cites Work
- Axiomatic characterization of a global optimization algorithm and investigation of its search strategy
- Extended univariate algorithms for \(n\)-dimensional global optimization
- A versatile stochastic model of a function of unknown and time varying form
- A probabilistic algorithm for global optimization
- Algorithm AS 133: Optimization of One-Dimensional Multimodal Functions
- Two algorithms for one-dimensional multimodai minimization
- Average case behavior of random search for the maximum
- An Information Global Optimization Algorithm with Local Tuning
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