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Theory of Global Random Search

2012-12-06 Mathematics
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Release : 2012-12-06
Genre : Mathematics
Kind : eBook
Book Rating : 367/5 ( reviews)

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Book Synopsis Theory of Global Random Search by : Anatoly A. Zhigljavsky

Download or read book Theory of Global Random Search written by Anatoly A. Zhigljavsky. This book was released on 2012-12-06. Available in PDF, EPUB and Kindle. Book excerpt: One service mathematics has rendered the 'Et moi ... - si j'avait su comment en revenir. je n'y serais point aIle.' human mee. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non The series is divergent; therefore we may be sense'. Eric T. Bell able to do something with it. O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Theory of Randomized Search Heuristics

2011 Computers
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Release : 2011
Genre : Computers
Kind : eBook
Book Rating : 669/5 ( reviews)

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Book Synopsis Theory of Randomized Search Heuristics by : Anne Auger

Download or read book Theory of Randomized Search Heuristics written by Anne Auger. This book was released on 2011. Available in PDF, EPUB and Kindle. Book excerpt: This volume covers both classical results and the most recent theoretical developments in the field of randomized search heuristics such as runtime analysis, drift analysis and convergence.

Stochastic Adaptive Search for Global Optimization

2013-11-27 Mathematics
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Release : 2013-11-27
Genre : Mathematics
Kind : eBook
Book Rating : 824/5 ( reviews)

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Book Synopsis Stochastic Adaptive Search for Global Optimization by : Z.B. Zabinsky

Download or read book Stochastic Adaptive Search for Global Optimization written by Z.B. Zabinsky. This book was released on 2013-11-27. Available in PDF, EPUB and Kindle. Book excerpt: The field of global optimization has been developing at a rapid pace. There is a journal devoted to the topic, as well as many publications and notable books discussing various aspects of global optimization. This book is intended to complement these other publications with a focus on stochastic methods for global optimization. Stochastic methods, such as simulated annealing and genetic algo rithms, are gaining in popularity among practitioners and engineers be they are relatively easy to program on a computer and may be cause applied to a broad class of global optimization problems. However, the theoretical performance of these stochastic methods is not well under stood. In this book, an attempt is made to describe the theoretical prop erties of several stochastic adaptive search methods. Such a theoretical understanding may allow us to better predict algorithm performance and ultimately design new and improved algorithms. This book consolidates a collection of papers on the analysis and de velopment of stochastic adaptive search. The first chapter introduces random search algorithms. Chapters 2-5 describe the theoretical anal ysis of a progression of algorithms. A main result is that the expected number of iterations for pure adaptive search is linear in dimension for a class of Lipschitz global optimization problems. Chapter 6 discusses algorithms, based on the Hit-and-Run sampling method, that have been developed to approximate the ideal performance of pure random search. The final chapter discusses several applications in engineering that use stochastic adaptive search methods.

Theory of Optimal Search

1976-01-20 Mathematics
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Release : 1976-01-20
Genre : Mathematics
Kind : eBook
Book Rating : 270/5 ( reviews)

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Book Synopsis Theory of Optimal Search by :

Download or read book Theory of Optimal Search written by . This book was released on 1976-01-20. Available in PDF, EPUB and Kindle. Book excerpt: In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression. - Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering

Stochastic Global Optimization

2007-11-20 Mathematics
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Release : 2007-11-20
Genre : Mathematics
Kind : eBook
Book Rating : 400/5 ( reviews)

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Book Synopsis Stochastic Global Optimization by : Anatoly Zhigljavsky

Download or read book Stochastic Global Optimization written by Anatoly Zhigljavsky. This book was released on 2007-11-20. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the main methodological and theoretical developments in stochastic global optimization. It is designed to inspire readers to explore various stochastic methods of global optimization by clearly explaining the main methodological principles and features of the methods. Among the book’s features is a comprehensive study of probabilistic and statistical models underlying the stochastic optimization algorithms.

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