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Mathematical Programming

, Volume 22, Issue 1, pp 104–116 | Cite as

Axiomatic approach to statistical models and their use in multimodal optimization theory

  • A. Žilinskas
Article

Abstract

This paper summarizes the results of axiomatic constructing statistical models of complicated multimodal functions. It is shown that an optimization algorithm may be constructed on the basis of a statistical model and some ideas of the rational choice theory. A brief review of related algorithms and reports on investigations of their efficiency is given.

Key words

Global Optimization Multimodal Functions Statistical Models 

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Copyright information

© The Mathematical Programming Society, Inc. 1982

Authors and Affiliations

  • A. Žilinskas
    • 1
  1. 1.Institute of Mathematics and CyberneticsAcademy of SciencesVilnius, LithuaniaUSSR

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