Title: Stochastic Adaptive Search for Global Optimization
Description: The book overviews several stochastic adaptive search methods for global optimization and provides analytical results regarding their performance and complexity. It develops a class of hit-and-run algorithms that are theoretically motivated and do not require fine-tuning of parameters. Several engineering global optimization problems are summarized to demonstrate the kinds of practical problems that are now within reach. Audience: This book is suitable for graduate students, researchers and practitioners in operations research, engineering, and mathematics.
Subjects: Combinatorial analysis, Mathematics, Information theory, Mathematical optimization, Optimization, Calculus of Variations and Optimal Control; Optimization, Theory of Computation