On Optimization and Extreme Value Theory

Detalhes bibliográficos
Autor(a) principal: Hüsler, Jürg
Data de Publicação: 2003
Outros Autores: Cruz, João Pedro Antunes Ferreira da, Hall, Andreia, Fonseca, Carlos
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10773/5642
Resumo: We present a statistical study of the distribution of the objective value of solutions (outcomes) obtained by stochastic optimizers. Our results are based on three optimization procedures: random search and two evolution strategies. We study the fit of the outcomes to an extreme value distribution, namely the Weibull distribution through parametric estimation. We discuss the interpretation of the parameters of the estimated extreme value distribution in the context of the optimization problem and suggest that they can be used to characterize the performance of the optimizer.
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spelling On Optimization and Extreme Value TheoryOptimizerExtreme valuesRandom searchEvolution strategiesWe present a statistical study of the distribution of the objective value of solutions (outcomes) obtained by stochastic optimizers. Our results are based on three optimization procedures: random search and two evolution strategies. We study the fit of the outcomes to an extreme value distribution, namely the Weibull distribution through parametric estimation. We discuss the interpretation of the parameters of the estimated extreme value distribution in the context of the optimization problem and suggest that they can be used to characterize the performance of the optimizer.Springer Verlag20032003-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10773/5642eng1387-5841Hüsler, JürgCruz, João Pedro Antunes Ferreira daHall, AndreiaFonseca, Carlosinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-02-22T11:09:14Zoai:ria.ua.pt:10773/5642Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T02:43:52.897816Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv On Optimization and Extreme Value Theory
title On Optimization and Extreme Value Theory
spellingShingle On Optimization and Extreme Value Theory
Hüsler, Jürg
Optimizer
Extreme values
Random search
Evolution strategies
title_short On Optimization and Extreme Value Theory
title_full On Optimization and Extreme Value Theory
title_fullStr On Optimization and Extreme Value Theory
title_full_unstemmed On Optimization and Extreme Value Theory
title_sort On Optimization and Extreme Value Theory
author Hüsler, Jürg
author_facet Hüsler, Jürg
Cruz, João Pedro Antunes Ferreira da
Hall, Andreia
Fonseca, Carlos
author_role author
author2 Cruz, João Pedro Antunes Ferreira da
Hall, Andreia
Fonseca, Carlos
author2_role author
author
author
dc.contributor.author.fl_str_mv Hüsler, Jürg
Cruz, João Pedro Antunes Ferreira da
Hall, Andreia
Fonseca, Carlos
dc.subject.por.fl_str_mv Optimizer
Extreme values
Random search
Evolution strategies
topic Optimizer
Extreme values
Random search
Evolution strategies
description We present a statistical study of the distribution of the objective value of solutions (outcomes) obtained by stochastic optimizers. Our results are based on three optimization procedures: random search and two evolution strategies. We study the fit of the outcomes to an extreme value distribution, namely the Weibull distribution through parametric estimation. We discuss the interpretation of the parameters of the estimated extreme value distribution in the context of the optimization problem and suggest that they can be used to characterize the performance of the optimizer.
publishDate 2003
dc.date.none.fl_str_mv 2003
2003-01-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10773/5642
url http://hdl.handle.net/10773/5642
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 1387-5841
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Springer Verlag
publisher.none.fl_str_mv Springer Verlag
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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