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Stochastic Global Optimization

Name: Stochastic Global Optimization
Brand: Springer-Verlag New York Inc.
SKU: 01382709
Price: 40544 HUF
Availability: InStock
Author: Anatoly Zhigljavsky
ISBN: 9780387740225

Anatoly Zhigljavsky

Antanas Zilinskas

Language

English

Book Hardback

Libristo code: 01382709

Publishers Springer-Verlag New York Inc., November 2007

This book presents the main methodological and theoretical developments in stochastic global optimiz... Full description

Libristo code: 01382709

271 b

40 544 Ft

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This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive text is divided into four chapters; the topics include the basic principles and methods of global random search, statistical inference in random search, Markovian and population-based random search methods, methods based on statistical models of multimodal functions and principles of rational decisions theory.§Key features: Inspires readers to explore various stochastic methods of global optimization by clearly explaining the main methodological principles and features of the methods; Includes a comprehensive study of probabilistic and statistical models underlying the stochastic optimization algorithms; Expands upon more sophisticated techniques including random and semi-random coverings, stratified sampling schemes, Markovian algorithms and population based algorithms; Provides a thorough description of the methods based on statistical models of objective function; Discusses criteria for evaluating efficiency of optimization algorithms and difficulties occurring in applied global optimization.