Global Optimization Algorithms as Statistical Decision Procedures — The Information Approach
Part of the Nonconvex Optimization and Its Applications book series (NOIA, volume 45)
Coming back to optimization problems of the type (1.1.8), i.e.,, let us accept that the sought approximation to the global optimizer x* is x* N provided by the uniform grid technique (1.1.13)–(1.1.15) for some specified number N of trials. This assumption, which is quite natural due to the relation (1.1.17), reduces the continuous problem (2.1.1) to the discrete problem of finding the node x α of the uniform grid, satisfying the inequalities, where.
KeywordsGlobal Optimizer Decision Rule Global Minimizer Conditional Density Residual Function
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© Springer Science+Business Media Dordrecht 2000