A statistical model for global optimization by means of select and clone

DOI10.1080/02331930008844497MaRDI QIDQ4500802zbMATH OpenOpenAlexFDO

Authors Antanas Žilinskas

Publication date 2000

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331930008844497

zbMATH Keywords

branch-and-bound algorithmglobal optimizationnumerical examplesWiener processstatistical modelselect and clone technique

Mathematics Subject Classification ID

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)

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Cites work

• A probabilistic algorithm for global optimization
• A versatile stochastic model of a function of unknown and time varying form
• Algorithm AS 133: Optimization of One-Dimensional Multimodal Functions
• An Information Global Optimization Algorithm with Local Tuning
• Average case behavior of random search for the maximum
• Axiomatic characterization of a global optimization algorithm and investigation of its search strategy
• Extended univariate algorithms for \(n\)-dimensional global optimization
• Two algorithms for one-dimensional multimodai minimization

Cited in

(3)

• P-algorithm based on a simplicial statistical model of multimodal functions
• On an asymptotic property of a simplicial statistical model of global optimization
• Global optimization based on a statistical model and simplicial partitioning.

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