| ISBN | 9781402075261 |
| Publication Date | 09/05/2005 |
| Publisher | Kluwer Academic Publishers Group |
| Manufacturer | Kluwer Academic Publishers Group |
The book overviews several stochastic adaptive search methods for global optimization and provides analytical results regarding their performance and complexity. It develops a class of hit-and-run algorithms that are theoretically motivated and do not require fine-tuning of parameters. Several engineering global optimization problems are summarized to demonstrate the kinds of practical problems that are now within reach.
Audience: This book is suitable for graduate students, researchers and practitioners in operations research, engineering, and mathematics.
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