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Springer Optimization and Its Applications

Stochastic Global Optimization

Authors: Zhigljavsky, Anatoly, Žilinskas, Antanas

  • Provides a methodological and theoretical basis for developing and investigating optimization heuristics
  • Includes an extensive bibliography that includes older Russian articles as well as recently published English papers
  • Features an extensive discussion on probabilistic and statistical models used in the global random search
  • Expands upon more sophisticated techniques, including random and semi-random coverings, stratified sampling schemes, Markovian algorithms, and population-based algorithms
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eBook $109.00
price for USA in USD (gross)
  • ISBN 978-0-387-74740-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.99
price for USA in USD
  • ISBN 978-0-387-74022-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.99
price for USA in USD
  • ISBN 978-1-4419-4485-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive text is divided into four chapters; the topics include the basic principles and methods of global random search, statistical inference in random search, Markovian and population-based random search methods, methods based on statistical models of multimodal functions and principles of rational decisions theory.

Key features:

* Inspires readers to explore various stochastic methods of global optimization by clearly explaining the main methodological principles and features of the methods;

* Includes a comprehensive study of probabilistic and statistical models underlying the stochastic optimization algorithms;

* Expands upon more sophisticated techniques including random and semi-random coverings, stratified sampling schemes, Markovian algorithms and population based algorithms;

*Provides a thorough description of the methods based on statistical models of objective function;

*Discusses criteria for evaluating efficiency of optimization algorithms and difficulties occurring in applied global optimization.

Stochastic Global Optimization is intended for mature researchers and graduate students interested in global optimization, operations research, computer science, probability, statistics, computational and applied mathematics, mechanical and chemical engineering, and many other fields where methods of global optimization can be used.

Reviews

From the reviews:

"This excellent book is written for researchers interested in global optimization. … the approach of carrying through from basic ideas to the most recent techniques will make this a valuable resource for the initiated. … Gathering together contemporary methods and developments in stochastic global optimization, this text presents four chapters." (Tom Schulte, MathDL, February, 2008)

"For global optimization, based on former monographs and articles of the authors on (global) random search, in this book global random search methods and stochastic models for the objective function are presented. … This well-written book contains many references on the field of (global) random search techniques." (Kurt Marti, Mathematical Reviews, Issue 2008 j)

"The aim of the book is to present the major methodological and theoretical developments in the field of stochastic global optimization including global random search and methods based on probabilistic assumptions about the objective function. The book contains four chapters. … The book also contains an index. The book is well written and the presentation is … self-contained." (I. M. Stancu-Minasian, Zentralblatt MATH, Vol. 1136 (14), 2008)


Table of contents (4 chapters)

  • Basic Concepts and Ideas

    Zhigljavsky, Anatoly (et al.)

    Pages 5-27

  • Global Random Search: Fundamentals and Statistical Inference

    Zhigljavsky, Anatoly (et al.)

    Pages 29-92

  • Global Random Search: Extensions

    Zhigljavsky, Anatoly (et al.)

    Pages 93-147

  • Methods Based on Statistical Models of Multimodal Functions

    Zhigljavsky, Anatoly (et al.)

    Pages 149-244

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-0-387-74740-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.99
price for USA in USD
  • ISBN 978-0-387-74022-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.99
price for USA in USD
  • ISBN 978-1-4419-4485-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Global Optimization
Authors
Series Title
Springer Optimization and Its Applications
Series Volume
9
Copyright
2008
Publisher
Springer US
Copyright Holder
Springer-Verlag US
eBook ISBN
978-0-387-74740-8
DOI
10.1007/978-0-387-74740-8
Hardcover ISBN
978-0-387-74022-5
Softcover ISBN
978-1-4419-4485-6
Series ISSN
1931-6828
Edition Number
1
Number of Pages
X, 262
Topics