Title of article :
Comparison of independent, stratified and random covering sample schemes in optimization problems
Author/Authors :
Zhigljavsky، نويسنده , , A.A. and Chekmasov، نويسنده , , M.V.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Abstract :
We consider two schemes of global optimization algorithms based on the use of grids. Our main goal is to compare the so-called independent sampling (IS), stratified sampling (SS) and random covering (RC) grids implemented to the estimation problem of the global maximum of a function. The results give an insight on how a decrease of randomness in selection rules for the trial points improves efficiency of global random search algorithms.
Keywords :
uniform grid , Extreme order statistics , Covering , global optimization , Stratified sampling
Journal title :
Mathematical and Computer Modelling
Journal title :
Mathematical and Computer Modelling