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Stochastic Global Optimization by Anatoly A. Zhigljavsky & Antanas Zilinskas
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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| Author(s) : | Format : Hardback Book |
| ISBN-10 : 0387740228 | ISBN-13 : 9780387740225 |
| RRP : £60.99 | Best available price : £0 / $0 |
| Prices as of : BST check live prices | |
Product Details:
Series Title : Springer Optimization and Its Applications
Country Publication : United States
Publication Date : 20/11/2007
Publisher : Springer-Verlag New York Inc.
Page Length : 272mm
Page Size : 235mm