On an Asymptotic Property of a Simplicial Statistical Model of Global Optimization

2015 ◽  
pp. 383-391 ◽  
Author(s):  
Antanas Žilinskas ◽  
Gražina Gimbutienė
Keyword(s):  
Global Optimization ◽  
Statistical Model ◽  
Asymptotic Property

scholarly journals A GLOBAL OPTIMIZATION METHOD BASED ON THE REDUCED SIMPLICIAL STATISTICAL MODEL

2011 ◽  
Vol 16 (3) ◽  
pp. 451-460 ◽  
Author(s):  
Antanas Žilinskas ◽  
Julius Žilinskas
Keyword(s):  
Global Optimization ◽  
Statistical Model ◽  
Objective Function ◽  
Global Minimum ◽  
Objective Function Value ◽  
Optimization Method ◽  
Feasible Region ◽  
Multidimensional Space ◽  
One Dimensional ◽  
The One

A simplicial statistical model of multimodal functions is used to construct a global optimization algorithm. The search for the global minimum in the multidimensional space is reduced to the search over the edges of simplices covering the feasible region combined with the refinement of the cover. The refinement is performed by subdivision of selected simplices taking into account the point where the objective function value has been computed at the current iteration. For the search over the edges the one-dimensional P-algorithm based on the statistical smooth function model is adapted. Differently from the recently proposed algorithm here the statistical model is used for modelling the behaviour of the objective function not over the whole simplex but only over its edges. Testing results of the proposed algorithm are included.

A statistical model for global optimization by means of select and clone

Optimization ◽  
2000 ◽  
Vol 48 (1) ◽  
pp. 117-135 ◽  
Author(s):  
Antanas Žilinskas
Keyword(s):  
Global Optimization ◽  
Statistical Model

Statistical Model Fitting: A State-of-the-Art Review

1978 ◽  
Vol 23 (11) ◽  
pp. 937-938
Author(s):  
JAMES R. KLUEGEL
Keyword(s):  
Statistical Model ◽  
State Of The Art ◽  
Model Fitting

A statistical model for the quantitative prediction of the fabrication yield of an integrated m.o.s. inverter

1985 ◽  
Vol 55 (11-12) ◽  
pp. 404
Author(s):  
S.M. Bradley ◽  
J.G. Doherty ◽  
R.S. Ferguson ◽  
D. Sprevak
Keyword(s):  
Statistical Model ◽  
Quantitative Prediction

Global Optimization

1993 ◽  
Author(s):  
Reiner Horst ◽  
Hoang Tuy
Keyword(s):  
Global Optimization

Probability Models in Global Optimization

Informatica ◽  
2016 ◽  
Vol 27 (2) ◽  
pp. 323-334 ◽  
Author(s):  
James M. Calvin
Keyword(s):  
Global Optimization ◽  
Probability Models
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