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Search schemes for random optimization algorithms that preserve the asymptotic distribution

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dc.contributor.authorDorea, Chang C. Y.
dc.contributor.authorGonçalves, Cátia R. [UNESP]
dc.contributor.institutionUniversidade de Brasília (UnB)
dc.contributor.institutionUniversidade Estadual Paulista (UNESP)
dc.date.accessioned2022-04-28T19:54:54Z
dc.date.available2022-04-28T19:54:54Z
dc.date.issued1999-01-01
dc.description.abstractMarkovian algorithms for estimating the global maximum or minimum of real valued functions defined on some domain Ω ⊂ ℝd are presented. Conditions on the search schemes that preserve the asymptotic distribution are derived. Global and local search schemes satisfying these conditions are analysed and shown to yield sharper confidence intervals when compared to the i.i.d. case.en
dc.description.affiliationDepartamento de Matemática Universidade de Brasilia, Caixa Postal 04322, 70910-900 Brasília
dc.description.affiliationDepartmento de Matemática Universidade Estadual Paulista, 19060-900, Sao Paulo
dc.description.affiliationUnespDepartmento de Matemática Universidade Estadual Paulista, 19060-900, Sao Paulo
dc.format.extent825-836
dc.identifierhttp://dx.doi.org/10.1017/S0021900200017605
dc.identifier.citationJournal of Applied Probability, v. 36, n. 3, p. 825-836, 1999.
dc.identifier.doi10.1017/S0021900200017605
dc.identifier.issn0021-9002
dc.identifier.scopus2-s2.0-0033236713
dc.identifier.urihttp://hdl.handle.net/11449/224136
dc.language.isoeng
dc.relation.ispartofJournal of Applied Probability
dc.sourceScopus
dc.subjectAsymptotic distribution
dc.subjectGlobal optimization
dc.subjectRandom search algorithms
dc.subjectSearch schemes
dc.titleSearch schemes for random optimization algorithms that preserve the asymptotic distributionen
dc.typeArtigo
dspace.entity.typePublication
unesp.departmentMatemática e Computação - FCTpt

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