Stochastic Global Optimization

Name: Stochastic Global Optimization
Brand: Springer-Verlag New York Inc.
SKU: 9780387740225
Price: 551.94 RON
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Autor: Anatoly Zhigljavsky, Antanas Zilinskas

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Editura: Springer-Verlag New York Inc.

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551.94 lei

This book presents the main methodological and theoretical developments in stochastic global optimiz...

Informații despre carte

Autor

Anatoly Zhigljavsky, Antanas Zilinskas

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2007

Pagini

262

EAN

9780387740225

ISBN

0387740228

Enbook ID

01382709

Editura

Springer-Verlag New York Inc.

Greutate

1250

Dimensiuni

155 x 235 x 19

Descriere completă

This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive text is divided into four chapters; the topics include the basic principles and methods of global random search, statistical inference in random search, Markovian and population-based random search methods, methods based on statistical models of multimodal functions and principles of rational decisions theory.§Key features: Inspires readers to explore various stochastic methods of global optimization by clearly explaining the main methodological principles and features of the methods; Includes a comprehensive study of probabilistic and statistical models underlying the stochastic optimization algorithms; Expands upon more sophisticated techniques including random and semi-random coverings, stratified sampling schemes, Markovian algorithms and population based algorithms; Provides a thorough description of the methods based on statistical models of objective function; Discusses criteria for evaluating efficiency of optimization algorithms and difficulties occurring in applied global optimization.

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