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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.accessioned2022-04-29T08:26:53Z
dc.date.available2022-04-29T08:26:53Z
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. © 1999 Applied Probability Trust.en
dc.description.affiliationDepartamento de Matemática Universidade de Brasília, Caixa Postal 04322, Brasília, 70910-900
dc.description.affiliationDepartamento de Matemática Universidade Estadual Paulista, 19060-900 Presdidente Prudente, Saō Paulo
dc.description.affiliationUnespDepartamento de Matemática Universidade Estadual Paulista, 19060-900 Presdidente Prudente, Saō Paulo
dc.format.extent825-836
dc.identifierhttp://dx.doi.org/10.1239/jap/1032374637
dc.identifier.citationJournal of Applied Probability, v. 36, n. 3, p. 825-836, 1999.
dc.identifier.doi10.1239/jap/1032374637
dc.identifier.issn0021-9002
dc.identifier.scopus2-s2.0-85037882178
dc.identifier.urihttp://hdl.handle.net/11449/228469
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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