Pure adaptive search in global optimization
نویسندگان
چکیده
منابع مشابه
Pure adaptive search in global optimization
Pure adaptive seach iteratively constructs a sequence of interior points uniformly distributed within the corresponding sequence of nested improving regions of the feasible space. Tbat is, at any iteration, the hext point in the sequence is uniformly distributed over the region of feasible space containing all points that are strictly superior in value to the previous points in the sequence. Th...
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Pure Adaptive Search is a stochastic algorithm which has been analyzed for continuous global optimization. When a unifonn distribution is used in PAS. it has been shown to have complexity which is linear in dimension. We define strong and weak variations of PAS in the setting of finite global optimization and prove analogous results. In particular, for the n-dimensional lattice {t, ... ,k}n, th...
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The Pure Adaptive Search (PAS) algorithm for global optimization yields a sequence of points, each of which is uniformly distributed in the level set corresponding to its predecessor. This algorithm has the highly desirable property of solving a large class of global optimization problems using a number of iterations that increases at most linearly in the dimension of the problem. Unfortunately...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1992
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf01585710