Global Optimization Algorithms as Statistical Decision Procedures — The Information Approach
Part of the Nonconvex Optimization and Its Applications book series (NOIA, volume 45)
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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