Stochastic Adaptive Search for Global Optimization

Language: English

Published by Springer, 2003

140207526X / 9781402075261

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - The field of global optimization has been developing at a rapid pace. There is a journal devoted to the topic, as well as many publications and notable books discussing various aspects of global optimization. This book is intended to complement these other publications with a focus on stochastic methods for global optimization. Stochastic methods, such as simulated annealing and genetic algo rithms, are gaining in popularity among practitioners and engineers be they are relatively easy to program on a computer and may be cause applied to a broad class of global optimization problems. However, the theoretical performance of these stochastic methods is not well under stood. In this book, an attempt is made to describe the theoretical prop erties of several stochastic adaptive search methods. Such a theoretical understanding may allow us to better predict algorithm performance and ultimately design new and improved algorithms. This book consolidates a collection of papers on the analysis and de velopment of stochastic adaptive search. The first chapter introduces random search algorithms. Chapters 2-5 describe the theoretical anal ysis of a progression of algorithms. A main result is that the expected number of iterations for pure adaptive search is linear in dimension for a class of Lipschitz global optimization problems. Chapter 6 discusses algorithms, based on the Hit-and-Run sampling method, that have been developed to approximate the ideal performance of pure random search. The final chapter discusses several applications in engineering that use stochastic adaptive search methods.…

Seller Inventory # 9781402075261

Title
Stochastic Adaptive Search for Global Optimization
Author
Z. B. Zabinsky
Publisher
Springer
Publication year
2003
Condition
Neu
Binding
Buch
Language
English
ISBN 10
140207526X
ISBN 13
9781402075261
Item weight
486 grams
Dimensions
241x160x19 mm

AHA-BUCH GmbH

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