Stochastic global optimization as a filtering problem
نویسندگان
چکیده
منابع مشابه
Stochastic global optimization as a filtering problem
We present a reformulation of stochastic global optimization as a filtering problem. The motivation behind this reformulation comes from the fact that for many optimization problems we cannot evaluate exactly the objective function to be optimized. Similarly, we may not be able to evaluate exactly the functions involved in iterative optimization algorithms. For example, we may only have access ...
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ژورنال
عنوان ژورنال: Journal of Computational Physics
سال: 2012
ISSN: 0021-9991
DOI: 10.1016/j.jcp.2011.11.019