Search schemes for random optimization algorithms that preserve the asymptotic distribution
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Data
1999-01-01
Autores
Dorea, Chang C. Y.
Gonçalves, Cátia R. [UNESP]
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Resumo
Markovian 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.
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Asymptotic distribution, Global optimization, Random search algorithms, Search schemes
Como citar
Journal of Applied Probability, v. 36, n. 3, p. 825-836, 1999.