- Tytuł:
- On the choice of statistical model for one-dimensional P-algorithms
- Autorzy:
-
Calvin, J.
Zilinskas, A. - Powiązania:
- https://bibliotekanauki.pl/articles/205977.pdf
- Data publikacji:
- 2000
- Wydawca:
- Polska Akademia Nauk. Instytut Badań Systemowych PAN
- Tematy:
-
analiza statystyczna
model statystyczny
optymalizacja
prawdopodobieństwo
algorithm
asymptotic properties
convergence
optimization
probability
statistical analysis
statistical models - Opis:
- Algorithms based on statistical models compete favorably with other global optimization algorithms as proved by extensive testing results. Recently, techniques were developed for theoretically estimating the rate of convergence of global optimization algorithms with respect to the underlying statistical models. In the present paper these technictues are extended for theoretical investigation of P-algorithms without respect to a statistical model. Theoretical estimates may eliminate the need for lengthy experimental investigation which previously was the only method for comparison of the algorithms. The rcaults obtained give new insight into the role of the mnderlying statistical model with respect to the asymptotic properties of the algorithm which will be useful for the implementation of new versions of the algoritlmns.
- Źródło:
-
Control and Cybernetics; 2000, 29, 2; 555-565
0324-8569 - Pojawia się w:
- Control and Cybernetics
- Dostawca treści:
- Biblioteka Nauki