Global Optimization Algorithms as Statistical Decision Procedures — The Information Approach

  • Roman G. Strongin
  • Yaroslav D. Sergeyev
Part of the Nonconvex Optimization and Its Applications book series (NOIA, volume 45)

Abstract

Coming back to optimization problems of the type (1.1.8), i.e.,
(2.1.1)
, 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
(2.1.2)
, satisfying the inequalities
(2.1.3)
, where
(2.1.4)
.

Keywords

Manifold Resid Lution Dition Estima 

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Copyright information

© Springer Science+Business Media Dordrecht 2000

Authors and Affiliations

  • Roman G. Strongin
    • 1
  • Yaroslav D. Sergeyev
    • 1
    • 2
  1. 1.Nizhni Novgorod State UniversityNizhni NovgorodRussia
  2. 2.Institute of Systems Analysis and Information TechnologyUniversity of CalabriaRendeItaly

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