Stochastic global optimization /
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| Author / Creator: | Zhigli͡avskiĭ, A. A. (Anatoliĭ Aleksandrovich) |
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| Imprint: | New York : Springer, c2008. |
| Description: | 1 online resource (ix, 262 p.) : ill. (some col.) |
| Language: | English |
| Series: | Springer optimization and its applications ; 9 Springer optimization and its applications ; 9. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/8885669 |
| Summary: | This book aims to cover major methodological and theoretical developments in the ?eld of stochastic global optimization. This ?eld includes global random search and methods based on probabilistic assumptions about the objective function. We discuss the basic ideas lying behind the main algorithmic schemes, formulate the most essential algorithms and outline the ways of their theor- ical investigation. We try to be mathematically precise and sound but at the same time we do not often delve deep into the mathematical detail, referring instead to the corresponding literature. We often do not consider the most g- eral assumptions, preferring instead simplicity of arguments. For example, we only consider continuous ?nite dimensional optimization despite the fact that some of the methods can easily be modi?ed for discrete or in?nite-dimensional optimization problems. The authors' interests and the availability of good surveys on particular topics have in uenced the choice of material in the book. For example, there are excellent surveys on simulated annealing (both on theoretical and - plementation aspects of this method) and evolutionary algorithms (including genetic algorithms). We thus devote much less attention to these topics than they merit, concentrating instead on the issues which are not that well d- umented in literature. We also spend more time discussing the most recent ideas which have been proposed in the last few years. |
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| Physical Description: | 1 online resource (ix, 262 p.) : ill. (some col.) |
| Bibliography: | Includes bibliographical references (p. [245]-258) and index. |
| ISBN: | 9780387747408 0387747400 0387740228 9780387740225 9786611138936 6611138935 |