Stationary probability density of stochastic search processes in global optimization

Berrones, Arturo (2008) Stationary probability density of stochastic search processes in global optimization. Journal of Statistical Mechanics: Theory and Experiment, 2008 (01). pp. 1-14. ISSN 1742-5468

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URL o página oficial: http://doi.org/10.1088/1742-5468/2008/01/P01013

Resumen

A method for the construction of approximate analytical expressions for the stationary marginal densities of general stochastic search processes is proposed. By the marginal densities, regions of the search space that with high probability contain the global optima can be readily defined. The density estimation procedure involves a controlled number of linear operations, with a computational cost per iteration that grows linearly with problem size.

Tipo de elemento:

Article

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Búsqueda estocástica, Heurística

Materias:

Q Ciencia > QA Matemáticas, Ciencias computacionales

Divisiones:

Ingeniería Mecánica y Eléctrica

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Editor Repositorio

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