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Internal modelling of objective functions for global optimization

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Global optimization requires an adequate internal representation of the objective function for success in a reasonable number of function evaluations. A method for determining the location of a new function evaluation, based on a representation using a stationary stochastic process model, is investigated and some results are given.

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Communicated by R. A. Tapia

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Schagen, I.P. Internal modelling of objective functions for global optimization. J Optim Theory Appl 51, 345–353 (1986).

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Key Words

  • Global optimization
  • stochastic process models
  • multidimensional objective functions