Nonconvex Optimization and Its Applications

Stochastic Adaptive Search for Global Optimization

Authors: Zabinsky, Z.B.

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About this book

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.

Table of contents (7 chapters)

Buy this book

eBook $189.00
price for USA (gross)
  • ISBN 978-1-4419-9182-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $239.00
price for USA
  • ISBN 978-1-4020-7526-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $239.00
price for USA
  • ISBN 978-1-4613-4826-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Adaptive Search for Global Optimization
Authors
Series Title
Nonconvex Optimization and Its Applications
Series Volume
72
Copyright
2003
Publisher
Springer US
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4419-9182-9
DOI
10.1007/978-1-4419-9182-9
Hardcover ISBN
978-1-4020-7526-1
Softcover ISBN
978-1-4613-4826-9
Series ISSN
1571-568X
Edition Number
1
Number of Pages
XVIII, 224
Topics