Stationary probability density of stochastic search processes in global optimization
A method for the construction of approximate analytical expressions for the stationary marginal densities of general stochastic search processes is proposed. By the marginal densities, regions of the search space that with high probability contain the global optima can be readily defined. The densit...
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| Formato: | Artículo |
| Lenguaje: | inglés |
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2008
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| Acceso en línea: | http://eprints.uanl.mx/28535/1/891.pdf |
| _version_ | 1824420986272874496 |
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| author | Berrones, Arturo |
| author_facet | Berrones, Arturo |
| author_sort | Berrones, Arturo |
| collection | Repositorio Institucional |
| description | A method for the construction of approximate analytical expressions for the stationary marginal densities of general stochastic search processes is proposed. By the marginal densities, regions of the search space that with high probability contain the global optima can be readily defined. The density estimation procedure involves a controlled number of linear operations, with a computational cost per iteration that grows linearly with problem size. |
| format | Article |
| id | eprints-28535 |
| institution | UANL |
| language | English |
| publishDate | 2008 |
| record_format | eprints |
| spelling | eprints-285352025-01-28T20:27:32Z http://eprints.uanl.mx/28535/ Stationary probability density of stochastic search processes in global optimization Berrones, Arturo QA Matemáticas, Ciencias computacionales A method for the construction of approximate analytical expressions for the stationary marginal densities of general stochastic search processes is proposed. By the marginal densities, regions of the search space that with high probability contain the global optima can be readily defined. The density estimation procedure involves a controlled number of linear operations, with a computational cost per iteration that grows linearly with problem size. 2008 Article PeerReviewed text en cc_by_nc_nd http://eprints.uanl.mx/28535/1/891.pdf http://eprints.uanl.mx/28535/1.haspreviewThumbnailVersion/891.pdf Berrones, Arturo (2008) Stationary probability density of stochastic search processes in global optimization. Journal of Statistical Mechanics: Theory and Experiment, 2008 (01). pp. 1-14. ISSN 1742-5468 http://doi.org/10.1088/1742-5468/2008/01/P01013 doi:10.1088/1742-5468/2008/01/P01013 |
| spellingShingle | QA Matemáticas, Ciencias computacionales Berrones, Arturo Stationary probability density of stochastic search processes in global optimization |
| thumbnail | https://rediab.uanl.mx/themes/sandal5/images/online.png |
| title | Stationary probability density of stochastic search processes in global optimization |
| title_full | Stationary probability density of stochastic search processes in global optimization |
| title_fullStr | Stationary probability density of stochastic search processes in global optimization |
| title_full_unstemmed | Stationary probability density of stochastic search processes in global optimization |
| title_short | Stationary probability density of stochastic search processes in global optimization |
| title_sort | stationary probability density of stochastic search processes in global optimization |
| topic | QA Matemáticas, Ciencias computacionales |
| url | http://eprints.uanl.mx/28535/1/891.pdf |
| work_keys_str_mv | AT berronesarturo stationaryprobabilitydensityofstochasticsearchprocessesinglobaloptimization |