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/10.1017/S0021900200017605
http://hdl.handle.net/11449/224136
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.
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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.Departamento de Matemática Universidade de Brasilia, Caixa Postal 04322, 70910-900 BrasíliaDepartmento de Matemática Universidade Estadual Paulista, 19060-900, Sao PauloDepartmento de Matemática Universidade Estadual Paulista, 19060-900, Sao PauloUniversidade de Brasília (UnB)Universidade Estadual Paulista (UNESP)Dorea, Chang C. Y.Gonçalves, Cátia R. [UNESP]2022-04-28T19:54:54Z2022-04-28T19:54:54Z1999-01-01info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article825-836http://dx.doi.org/10.1017/S0021900200017605Journal of Applied Probability, v. 36, n. 3, p. 825-836, 1999.0021-9002http://hdl.handle.net/11449/22413610.1017/S00219002000176052-s2.0-0033236713Scopusreponame:Repositório Institucional da UNESPinstname:Universidade Estadual Paulista (UNESP)instacron:UNESPengJournal of Applied Probabilityinfo:eu-repo/semantics/openAccess2022-04-28T19:54:54Zoai:repositorio.unesp.br:11449/224136Repositório InstitucionalPUBhttp://repositorio.unesp.br/oai/requestopendoar:29462022-04-28T19:54:54Repositório 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.
publishDate 1999
dc.date.none.fl_str_mv 1999-01-01
2022-04-28T19:54:54Z
2022-04-28T19:54:54Z
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/10.1017/S0021900200017605
Journal of Applied Probability, v. 36, n. 3, p. 825-836, 1999.
0021-9002
http://hdl.handle.net/11449/224136
10.1017/S0021900200017605
2-s2.0-0033236713
url http://dx.doi.org/10.1017/S0021900200017605
http://hdl.handle.net/11449/224136
identifier_str_mv Journal of Applied Probability, v. 36, n. 3, p. 825-836, 1999.
0021-9002
10.1017/S0021900200017605
2-s2.0-0033236713
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_ 1799964431219687424

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