Stochastic Global Optimization

  • Anatoly Zhigljavsky
  • Antanas Žilinskas

Part of the Springer Optimization and Its Applications book series (SOIA, volume 9)

Table of contents

  1. Front Matter
    Pages I-XIII
  2. Anatoly Zhigljavsky, Antanas Žilinskas
    Pages 5-27
  3. Anatoly Zhigljavsky, Antanas Žilinskas
    Pages 29-92
  4. Anatoly Zhigljavsky, Antanas Žilinskas
    Pages 93-147
  5. Anatoly Zhigljavsky, Antanas Žilinskas
    Pages 149-244
  6. Back Matter
    Pages 245-262

About this book

Introduction

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.

Stochastic Global Optimization is intended for mature researchers and graduate students interested in global optimization, operations research, computer science, probability, statistics, computational and applied mathematics, mechanical and chemical engineering, and many other fields where methods of global optimization can be used.

Keywords

SOIA algorithms global optimization optimization population-based methods random search statistical inference about minimum stochastic global optimization stochastic models about objective function

Authors and affiliations

  • Anatoly Zhigljavsky
    • 1
  • Antanas Žilinskas
    • 2
  1. 1.School of MathematicsCardiff UniversityUK
  2. 2.Institute of Mathematics and InformaticsVilnius

Bibliographic information

  • DOI https://doi.org/10.1007/978-0-387-74740-8
  • Copyright Information Springer Science+Business Media,LLC 2008
  • Publisher Name Springer, Boston, MA
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-0-387-74022-5
  • Online ISBN 978-0-387-74740-8
  • Series Print ISSN 1931-6828
  • About this book