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.
KeywordsManifold Resid Lution Dition Estima
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