Overview
- Provides reader with a methodological and theoretical basis for developing and investigating optimization heuristics
- Summarizes basic ideas and presents recent progress and new results
- Includes an extensive bibliography with old Russian articles as well as new English papers
- Includes an extensive discussion on probabilistic and statistical models used in the global random search
- Expands upon more sophisticated techniques including random and semi-random coverings, stratified sampling schemes, Markovian algorithms and populations based algorithms
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Optimization and Its Applications (SOIA, volume 9)
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Table of contents (4 chapters)
Keywords
About this book
Reviews
From the reviews:
"This excellent book is written for researchers interested in global optimization. … the approach of carrying through from basic ideas to the most recent techniques will make this a valuable resource for the initiated. … Gathering together contemporary methods and developments in stochastic global optimization, this text presents four chapters." (Tom Schulte, MathDL, February, 2008)
"For global optimization, based on former monographs and articles of the authors on (global) random search, in this book global random search methods and stochastic models for the objective function are presented. … This well-written book contains many references on the field of (global) random search techniques." (Kurt Marti, Mathematical Reviews, Issue 2008 j)
"The aim of the book is to present the major methodological and theoretical developments in the field of stochastic global optimization including global random search and methods based on probabilistic assumptions about the objective function. The book contains four chapters. … The book also contains an index. The book is well written and the presentation is … self-contained." (I. M. Stancu-Minasian, Zentralblatt MATH, Vol. 1136 (14), 2008)
Authors and Affiliations
Bibliographic Information
Book Title: Stochastic Global Optimization
Authors: Anatoly Zhigljavsky, Antanas Žilinskas
Series Title: Springer Optimization and Its Applications
DOI: https://doi.org/10.1007/978-0-387-74740-8
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag US 2008
Hardcover ISBN: 978-0-387-74022-5Published: 26 November 2007
Softcover ISBN: 978-1-4419-4485-6Published: 23 November 2010
eBook ISBN: 978-0-387-74740-8Published: 20 November 2007
Series ISSN: 1931-6828
Series E-ISSN: 1931-6836
Edition Number: 1
Number of Pages: X, 262
Topics: Optimization, Probability Theory and Stochastic Processes, Statistical Theory and Methods