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- Search schemes for random optimization algorithms that preserve the asymptotic distribution
- Universidade de Brasília (UnB)
- Universidade Estadual Paulista (UNESP)
- Markovian algorithms for estimating the global maximum or minimum of real valued functions defined on some domain Omega subset of R-d are presented. Conditions on the search schemes that preserve the asymptotic distribution are derived. Global and local search schemes satisfying these conditions are analysed and shown to yield sharper confidence intervals when compared to the i.i.d. case.
- Journal of Applied Probability. Sheffield: Applied Probability Trust, v. 36, n. 3, p. 825-836, 1999.
- Applied Probability Trust
- random search algorithms
- global optimization
- search schemes
- asymptotic distribution
- Acesso restrito
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