Stochastic Adaptive Search for Global Optimization
Author | : Z.B. Zabinsky |
Publisher | : Springer Science & Business Media |
Total Pages | : 246 |
Release | : 2003-09-30 |
ISBN-10 | : 140207526X |
ISBN-13 | : 9781402075261 |
Rating | : 4/5 (261 Downloads) |
Download or read book Stochastic Adaptive Search for Global Optimization written by Z.B. Zabinsky and published by Springer Science & Business Media. This book was released on 2003-09-30 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book overviews several stochastic adaptive search methods for global optimization and provides analytical results regarding their performance and complexity. It develops a class of hit-and-run algorithms that are theoretically motivated and do not require fine-tuning of parameters. Several engineering global optimization problems are summarized to demonstrate the kinds of practical problems that are now within reach. Audience: This book is suitable for graduate students, researchers and practitioners in operations research, engineering, and mathematics.