Global optimization based on a statistical model and simplicial partitioning
A statistical model for global optimization is constructed generalizing some properties of the Wiener process to the multidimensional case. An approach to the construction of global optimization algorithms is developed using the proposed statistical model. The convergence of an algorithm based on the constructed statistical model and simplicial partitioning is proved. Several versions of the algorithm are implemented and investigated. (C) 2002 Elsevier Science Ltd. All rights reserved.
global optimization statistical models partitioning convergence simplices