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Science/Engineering Stochastic Global Optimization

Posted on 2010-03-15




Name:Science/Engineering Stochastic Global Optimization
ASIN/ISBN:0387740228
Language:English
File size:2.5 Mb
Publish Date: 2007-11-26
ISBN: 0387740228
Pages: 262 pages
File Type: PDF
File Size: 2,5 MB
Other Info: Springer
   Science/Engineering Stochastic Global Optimization

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Anatoly Zhigljavsky, Antanas Zilinskas, "Stochastic Global Optimization"

This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive text is divided into four chapters; the topics include the basic principles and methods of global random search, statistical inference in random search, Markovian and population-based random search methods, methods based on statistical models of multimodal functions and principles of rational decisions theory.

Key features: Inspires readers to explore various stochastic methods of global optimization by clearly explaining the main methodological principles and features of the methods; Includes a comprehensive study of probabilistic and statistical models underlying the stochastic optimization algorithms; Expands upon more sophisticated techniques including random and semi-random coverings, stratified sampling schemes, Markovian algorithms and population based algorithms; Provides a thorough description of the methods based on statistical models of objective function; Discusses criteria for evaluating efficiency of optimization algorithms and difficulties occurring in applied global optimization.

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