Average performance of a class of adaptive algorithms for global optimization
نویسندگان
چکیده
منابع مشابه
Average Performance of a Class of Adaptive Algorithms for Global Optimization
We describe a class of adaptive algorithms for approximating the global minimum of a continuous function on the unit interval. The limiting distribution of the error is derived under the assumption of Wiener measure on the objective functions. For any > 0, we construct an algorithm which has error converging to zero at rate n ?(1?) in the number of function evaluations n. This convergence rate ...
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Performance Comparison of Electromagnetism-Like Algorithms for Global Optimization
Electromagnetism-like (EML) algorithm is a new evolutionary algorithm that bases on the electromagnetic attraction and repulsion among particles. It was originally proposed to solve optimization problems with bounded variables. Since its inception, many variants of the EML algorithm have been proposed in the literature. However, it remains unclear how to simulate the electromagnetic heuristics ...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 1997
ISSN: 1050-5164
DOI: 10.1214/aoap/1034801250