Statistical models of multimodal functions and construction of algorithms for global optimization

Article type: Research Article

Authors: Žilinskas, Antanas

Affiliations: Institute of Mathematics and Cybernetics, Lithuanian Academy of Sciences, 232600 Vilnius, Akademijos St. 4 Lithuania

Abstract: The problems and results in constructing the statistical models of multimodal functions are reviewed. The rationality of the search for global minimum is formulated axiomatically and the features of the corresponding algorithm are discussed. The results of some applications of the proposed algorithm are presented.

Keywords: global optimization, stochastic models, optimal design, rational choice

DOI: 10.3233/INF-1990-1109

Journal: Informatica, vol. 1, no. 1, pp. 141-155, 1990