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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Bayesian and High-Dimensional Global Optimization

Bayesian and High-Dimensional Global Optimization

Zhigljavsky, Anatoly
Zilinskas, Antanas

Paperback

Series: Springerbriefs in Optimization

Technology & EngineeringCalculusProbability & Statistics

ISBN10: 3030647110
ISBN13: 9783030647117
Publisher: Springer Nature
Published: Mar 3 2021
Pages: 118
Weight: 0.42
Height: 0.27 Width: 6.14 Depth: 9.21
Language: English

Accessible to a variety of readers, this book is of interest to specialists, graduate students and researchers in mathematics, optimization, computer science, operations research, management science, engineering and other applied areas interested in solving optimization problems. Basic principles, potential and boundaries of applicability of stochastic global optimization techniques are examined in this book. A variety of issues that face specialists in global optimization are explored, such as multidimensional spaces which are frequently ignored by researchers. The importance of precise interpretation of the mathematical results in assessments of optimization methods is demonstrated through examples of convergence in probability of random search. Methodological issues concerning construction and applicability of stochastic global optimization methods are discussed, including the one-step optimal average improvement method based on a statistical model of the objective function. A significant portion of this book is devoted to an analysis of high-dimensional global optimization problems and the so-called 'curse of dimensionality'. An examination of the three different classes of high-dimensional optimization problems, the geometry of high-dimensional balls and cubes, very slow convergence of global random search algorithms in large-dimensional problems, and poor uniformity of the uniformly distributed sequences of points are included in this book.

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