Abstract
An algorithm for finding global optima using statistical prediction is presented. Assuming a random function model, lower confidence bounds on predicted values are used for sequential selection of evaluation points and as a convergence criterion. Comparison with published results for several test functions indicates that the procedure is very efficient in finding the global optimum of a multimodal function, and in terminating with relatively few evaluations.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>
Keywords
Convergence (economics)Function (biology)Selection (genetic algorithm)Computer scienceMathematical optimizationGlobal optimizationMathematicsAlgorithmArtificial intelligence
Affiliated Institutions
Related Publications
An improved elastic net method for the traveling salesman problem
An elastic net method is presented for finding traveling-salesman tours; the method improves on the convergence properties of a recent model proposed by R. Durbin and D. Willsha...
A niched Pareto genetic algorithm for multiobjective optimization
Many, if not most, optimization problems have multiple objectives. Historically, multiple objectives have been combined ad hoc to form a scalar objective function, usually throu...
Applying the genetic approach to simulated annealing in solving some NP-hard problems
A stochastic approach called the annealing-genetic algorithm is presented for solving some well-known combinatorial optimization problems. This approach incorporates genetic alg...
Error bounds for convolutional codes and an asymptotically optimum decoding algorithm
The probability of error in decoding an optimal convolutional code transmitted over a memoryless channel is bounded from above and below as a function of the constraint length o...
A global search method for optimizing nonlinear systems
The theory and implementation of a global search method of optimization in n dimensions, inspired by Kushner's method in one dimension, are presented. This method is meant to ad...
Publication Info
- Year
- 2003
- Type
- article
- Pages
- 1241-1246
- Citations
- 298
- Access
- Closed
External Links
Social Impact
Altmetric
PlumX Metrics
Social media, news, blog, policy document mentions
Citation Metrics
298
OpenAlex
Cite This
Dennis D. Cox,
St. John
(2003).
A statistical method for global optimization.
, 1241-1246.
https://doi.org/10.1109/icsmc.1992.271617
Identifiers
- DOI
- 10.1109/icsmc.1992.271617