A global optimization paradigm based on change of measures

A global optimization paradigm based on change of measures

A global optimization framework, COMBEO (Change Of Measure Based Evolutionary Optimization), is proposed. An important aspect in the development is a set of derivative-free additive directional terms, obtainable through a change of measures en route to the imposition of any stipulated conditions aim...

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Bibliographic Details
Main Authors: Saikat Sarkar, Debasish Roy, Ram Mohan Vasu
Format: Article
Language:English
Published: The Royal Society 2015-01-01
Series:Royal Society Open Science
Subjects:
local and global extremizations
martingale problem
random perturbations
particle swarm optimization
differential evolution
covariance matrix adaptation evolution strategy
Online Access:https://royalsocietypublishing.org/doi/pdf/10.1098/rsos.150123

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https://royalsocietypublishing.org/doi/pdf/10.1098/rsos.150123

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