Search schemes for random optimization algorithms that preserve the asymptotic distribution
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Data
1999-09-01
Autores
Dorea, CCY
Goncalves, C. R.
Título da Revista
ISSN da Revista
Título de Volume
Editor
Applied Probability Trust
Resumo
Markovian algorithms for estimating the global maximum or minimum of real valued functions defined on some domain Omega subset of R-d 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.
Descrição
Palavras-chave
random search algorithms, global optimization, search schemes, asymptotic distribution
Como citar
Journal of Applied Probability. Sheffield: Applied Probability Trust, v. 36, n. 3, p. 825-836, 1999.