On similarities between two models of global optimization: statistical models and radial basis functions

被引：0
作者：
Antanas Žilinskas
机构：
[1] Institute of Mathematics and Informatics,
来源：
Journal of Global Optimization | 2010年 / 48卷
关键词：
Global optimization; Optimization in the presence of noise; Statistical models; Radial basis function;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Construction of global optimization algorithms using statistical models and radial basis function models is discussed. A new method of data smoothing using radial basis function and least squares approach is presented. It is shown that the P-algorithm for global optimization in the presence of noise based on a statistical model coincides with the corresponding radial basis algorithm.
引用
收藏
页码：173 / 182
页数：9
相关论文
共 20 条
[1]  
Alexander D.(2005)Approximate implementation of pure random search in the presence of noise J. Glob. Optim. 31 601-612
[2]  
Bugler D.(2005)One-dimensional global optimization for observations with noise Int. J. Comput. Math. Appl. 50 157-169
[3]  
Calvin J.(2001)On the semi norm of radial basis function interpolants J. Approx. Theory 111 315-328
[4]  
Romeijn H.(2001)A radial basis function method for global optimization J. Glob. Optim. 19 201-227
[5]  
Sheriff R.(2008)An adaptive radial basis algorithm for black box global optimization J. Glob. Optim. 41 447-464
[6]  
Calvin J.(1962)A versatile stochastic model of a function of unknown and time-varying form J. Math. Anal. Appl. 5 150-167
[7]  
Zilinskas A.(1964)A new method of locating the maximum point of an arbitrary multipeak curve in the presence of noise J. Basic Eng. 86 97-106
[8]  
Gutmann H.-M.(2007)Improved strategies for radial basis function methods for global optimization J. Glob. Optim. 37 113-135
[9]  
Gutmann H.-M.(1969)Information method for multiextremal minimization with noisy observations (in Russian) Trans. USSR Acad. Sci. Ser. Eng. Cybern. 6 116-126
[10]  
Holmström K.(1989)Global optimization Lect. Notes Comput. Sci. 350 1-252
12