Journal of Optimization Theory and Applications

, Volume 71, Issue 3, pp 589–597

On the efficiency of Gaussian adaptation

  • G. Kjellström
Technical Note

Abstract

Gaussian Adaptation (GA) is a stochastic process that adapts a Gaussian distribution to a region or set of feasible points in parameter space. As a result of the adaptation, GA becomes a maximum dispersion process extending the sampling over the largest possible volume in parameter space while keeping the probability of finding feasible points at a suitable level. For such a process, a general measure of efficiency is defined and an efficiency theorem is proved.

Key Words

Mathematical programming Monte Carlo optimization stochastic adaptation Gaussian adaptation evolution 

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Copyright information

© Plenum Publishing Corporation 1991

Authors and Affiliations

  • G. Kjellström
    • 1
  1. 1.Ericsson Telecom ABStockholmSweden

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