Stochastic Adaptive Search for Global Optimization

Language: English

Published by Springer, Springer Nov 2013, 2013

1461348269 / 9781461348269

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This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 244 pp. Englisch.…

Seller Inventory # 9781461348269

Title
Stochastic Adaptive Search for Global Optimization
Author
Z. B. Zabinsky
Publisher
Springer, Springer Nov 2013
Publication year
2013
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1461348269
ISBN 13
9781461348269
Item weight
376 grams
Dimensions
235x155x14 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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