Stochastic Global Optimization (eBook)

Anatoly Zhigljavsky, Antanasz Zilinskas (Autoren)

eBook Download: PDF

2007 | 2008
X, 262 Seiten
Springer US (Verlag)
978-0-387-74740-8 (ISBN)

Infos

This book examines the main methodological and theoretical developments in stochastic global optimization. It is designed to inspire readers to explore various stochastic methods of global optimization by clearly explaining the main methodological principles and features of the methods. Among the book's features is a comprehensive study of probabilistic and statistical models underlying the stochastic optimization algorithms.

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This book aims to cover major methodological and theoretical developments in the ?eld of stochastic global optimization. This ?eld includes global random search and methods based on probabilistic assumptions about the objective function. We discuss the basic ideas lying behind the main algorithmic schemes, formulate the most essential algorithms and outline the ways of their theor- ical investigation. We try to be mathematically precise and sound but at the same time we do not often delve deep into the mathematical detail, referring instead to the corresponding literature. We often do not consider the most g- eral assumptions, preferring instead simplicity of arguments. For example, we only consider continuous ?nite dimensional optimization despite the fact that some of the methods can easily be modi?ed for discrete or in?nite-dimensional optimization problems. The authors' interests and the availability of good surveys on particular topics have in uenced the choice of material in the book. For example, there are excellent surveys on simulated annealing (both on theoretical and - plementation aspects of this method) and evolutionary algorithms (including genetic algorithms). We thus devote much less attention to these topics than they merit, concentrating instead on the issues which are not that well d- umented in literature. We also spend more time discussing the most recent ideas which have been proposed in the last few years.

Inhalt

Basic Concepts and Ideas.- Global Random Search: Fundamentals and Statistical Inference.- Global Random Search: Extensions.- Methods Based on Statistical Models of Multimodal Functions.

Produkt-Details

• Erscheint lt. Verlag: 20.11.2007
• Reihe/Serie: Springer Optimization and Its Applications
• Reihe/Serie: Springer Optimization and Its Applications
• Zusatzinfo: X, 262 p.
• Verlagsort: New York
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Technik
• Schlagworte: algorithms • Global Optimization • Optimization • population-based methods • random search • SOIA • statistical inference about minimum • stochastic global optimization • stochastic models about objective function
• ISBN-10: 0-387-74740-0 / 0387747400
• ISBN-13: 978-0-387-74740-8 / 9780387747408