A Two-Phase Global Optimization Algorithm for Black-Box Functions

被引：0
|
作者：
Gimbutiene, Grazina [1 ]
Zilinskas, Antanas [1 ]
机构：
[1] Vilnius State Univ, Inst Math & Informat, Akad Str 4, LT-2600 Vilnius, Lithuania
来源：
BALTIC JOURNAL OF MODERN COMPUTING | 2015年 / 3卷 / 03期
关键词：
global optimization; statistical models; two-phase algorithm;
D O I：
暂无
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
A modification of the global optimization algorithm, rooted in the statistical theory of global optimization, is proposed. The original method is based on the hyper-rectangular partition of the feasible region where a hyper-rectangle for subdivision is selected using a criterion related to the probability of improvement. The idea of the modification is in the coordination of local and global phases of search. The testing results show that the proposed modification improves the performance of the original algorithm.
引用
收藏
页码：214 / 224
页数：11
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