Search schemes for random optimization algorithms that preserve the asymptotic distribution

Detalhes bibliográficos
Autor(a) principal: Dorea, Chang C. Y.
Data de Publicação: 1999
Outros Autores: Gonçalves, Cátia R. [UNESP]
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UNESP
Texto Completo: http://dx.doi.org/10.1239/jap/1032374637
http://hdl.handle.net/11449/228469
Resumo: Markovian algorithms for estimating the global maximum or minimum of real valued functions defined on some domain Ω ⊂ ℝd are presented. Conditions on the search schemes that preserve the asymptotic distribution are derived. Global and local search schemes satisfying these conditions are analysed and shown to yield sharper confidence intervals when compared to the i.i.d. case. © 1999 Applied Probability Trust.
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spelling Search schemes for random optimization algorithms that preserve the asymptotic distributionAsymptotic distributionGlobal optimizationRandom search algorithmsSearch schemesMarkovian algorithms for estimating the global maximum or minimum of real valued functions defined on some domain Ω ⊂ ℝd are presented. Conditions on the search schemes that preserve the asymptotic distribution are derived. Global and local search schemes satisfying these conditions are analysed and shown to yield sharper confidence intervals when compared to the i.i.d. case. © 1999 Applied Probability Trust.Departamento de Matemática Universidade de Brasília, Caixa Postal 04322, Brasília, 70910-900Departamento de Matemática Universidade Estadual Paulista, 19060-900 Presdidente Prudente, Saō PauloDepartamento de Matemática Universidade Estadual Paulista, 19060-900 Presdidente Prudente, Saō PauloUniversidade de Brasília (UnB)Universidade Estadual Paulista (UNESP)Dorea, Chang C. Y.Gonçalves, Cátia R. [UNESP]2022-04-29T08:26:53Z2022-04-29T08:26:53Z1999-01-01info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article825-836http://dx.doi.org/10.1239/jap/1032374637Journal of Applied Probability, v. 36, n. 3, p. 825-836, 1999.0021-9002http://hdl.handle.net/11449/22846910.1239/jap/10323746372-s2.0-85037882178Scopusreponame:Repositório Institucional da UNESPinstname:Universidade Estadual Paulista (UNESP)instacron:UNESPengJournal of Applied Probabilityinfo:eu-repo/semantics/openAccess2024-06-19T14:31:51Zoai:repositorio.unesp.br:11449/228469Repositório InstitucionalPUBhttp://repositorio.unesp.br/oai/requestopendoar:29462024-08-05T15:28:39.138654Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)false
dc.title.none.fl_str_mv Search schemes for random optimization algorithms that preserve the asymptotic distribution
title Search schemes for random optimization algorithms that preserve the asymptotic distribution
spellingShingle Search schemes for random optimization algorithms that preserve the asymptotic distribution
Dorea, Chang C. Y.
Asymptotic distribution
Global optimization
Random search algorithms
Search schemes
title_short Search schemes for random optimization algorithms that preserve the asymptotic distribution
title_full Search schemes for random optimization algorithms that preserve the asymptotic distribution
title_fullStr Search schemes for random optimization algorithms that preserve the asymptotic distribution
title_full_unstemmed Search schemes for random optimization algorithms that preserve the asymptotic distribution
title_sort Search schemes for random optimization algorithms that preserve the asymptotic distribution
author Dorea, Chang C. Y.
author_facet Dorea, Chang C. Y.
Gonçalves, Cátia R. [UNESP]
author_role author
author2 Gonçalves, Cátia R. [UNESP]
author2_role author
dc.contributor.none.fl_str_mv Universidade de Brasília (UnB)
Universidade Estadual Paulista (UNESP)
dc.contributor.author.fl_str_mv Dorea, Chang C. Y.
Gonçalves, Cátia R. [UNESP]
dc.subject.por.fl_str_mv Asymptotic distribution
Global optimization
Random search algorithms
Search schemes
topic Asymptotic distribution
Global optimization
Random search algorithms
Search schemes
description Markovian algorithms for estimating the global maximum or minimum of real valued functions defined on some domain Ω ⊂ ℝd are presented. Conditions on the search schemes that preserve the asymptotic distribution are derived. Global and local search schemes satisfying these conditions are analysed and shown to yield sharper confidence intervals when compared to the i.i.d. case. © 1999 Applied Probability Trust.
publishDate 1999
dc.date.none.fl_str_mv 1999-01-01
2022-04-29T08:26:53Z
2022-04-29T08:26:53Z
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://dx.doi.org/10.1239/jap/1032374637
Journal of Applied Probability, v. 36, n. 3, p. 825-836, 1999.
0021-9002
http://hdl.handle.net/11449/228469
10.1239/jap/1032374637
2-s2.0-85037882178
url http://dx.doi.org/10.1239/jap/1032374637
http://hdl.handle.net/11449/228469
identifier_str_mv Journal of Applied Probability, v. 36, n. 3, p. 825-836, 1999.
0021-9002
10.1239/jap/1032374637
2-s2.0-85037882178
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Journal of Applied Probability
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv 825-836
dc.source.none.fl_str_mv Scopus
reponame:Repositório Institucional da UNESP
instname:Universidade Estadual Paulista (UNESP)
instacron:UNESP
instname_str Universidade Estadual Paulista (UNESP)
instacron_str UNESP
institution UNESP
reponame_str Repositório Institucional da UNESP
collection Repositório Institucional da UNESP
repository.name.fl_str_mv Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)
repository.mail.fl_str_mv
_version_ 1808128517861277696

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