Skip to main content

2008 | Buch

Stochastic Global Optimization

insite
SUCHEN

Über dieses Buch

This book aims to cover major methodological and theoretical developments in the ?eld of stochastic global optimization. This ?eld includes global random search and methods based on probabilistic assumptions about the objective function. We discuss the basic ideas lying behind the main algorithmic schemes, formulate the most essential algorithms and outline the ways of their theor- ical investigation. We try to be mathematically precise and sound but at the same time we do not often delve deep into the mathematical detail, referring instead to the corresponding literature. We often do not consider the most g- eral assumptions, preferring instead simplicity of arguments. For example, we only consider continuous ?nite dimensional optimization despite the fact that some of the methods can easily be modi?ed for discrete or in?nite-dimensional optimization problems. The authors’ interests and the availability of good surveys on particular topics have in uenced the choice of material in the book. For example, there are excellent surveys on simulated annealing (both on theoretical and - plementation aspects of this method) and evolutionary algorithms (including genetic algorithms). We thus devote much less attention to these topics than they merit, concentrating instead on the issues which are not that well d- umented in literature. We also spend more time discussing the most recent ideas which have been proposed in the last few years.

Inhaltsverzeichnis

Frontmatter
1. Basic Concepts and Ideas
Anatoly Zhigljavsky, Antanas Žilinskas
2. Global Random Search: Fundamentals and Statistical Inference
Anatoly Zhigljavsky, Antanas Žilinskas
3. Global Random Search: Extensions
Anatoly Zhigljavsky, Antanas Žilinskas
4. Methods Based on Statistical Models of Multimodal Functions
Anatoly Zhigljavsky, Antanas Žilinskas
Backmatter
Metadaten
Titel
Stochastic Global Optimization
verfasst von
Anatoly Zhigljavsky
Antanas Žilinskas
Copyright-Jahr
2008
Verlag
Springer US
Electronic ISBN
978-0-387-74740-8
Print ISBN
978-0-387-74022-5
DOI
https://doi.org/10.1007/978-0-387-74740-8