Generating Random Deviates Consistent with the Long Term Behavior of Stochastic Search Processes in Global Optimization

  • Arturo Berrones
Part of the Lecture Notes in Computer Science book series (LNCS, volume 4507)


A new stochastic search algorithm is proposed, which in first instance is capable to give a probability density from which populations of points that are consistent with the global properties of the associated optimization problem can be drawn. The procedure is based on the Fokker – Planck equation, which is a linear differential equation for the density. The algorithm is constructed in such a way that only involves linear operations and a relatively small number of evaluations of the given cost function.


global optimization stochastic search statistical physics 


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Copyright information

© Springer-Verlag Berlin Heidelberg 2007

Authors and Affiliations

  • Arturo Berrones
    • 1
  1. 1.Posgrado en Ingeniería de Sistemas, Facultad de Ingeniería Mecánica y Eléctrica Universidad Autónoma de Nuevo León AP 126, Cd. Universitaria, San Nicolás de los Garza, NL 66450México

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