Title :
A nonparametric global optimization method using the rank transformation
Author :
Perttunen, Cary D.
Author_Institution :
Dept. of Electr. Eng., Louisville Univ., KY, USA
Abstract :
A nonparametric multidimensional search method that is based on ranking the functional evaluations is proposed for constrained global optimization. The method yields favorable results on three standard 2D and 3D test functions. A fundamental property of the search method is that it gives equivalent results for any monotonic transformation of the objective function
Keywords :
optimisation; search problems; 2D test functions; 3D test functions; monotonic transformation; multidimensional search method; nonparametric global optimization method; objective function; rank transformation; Constraint optimization; Feedback; Gain measurement; Gaussian distribution; Multidimensional systems; Optimization methods; Performance evaluation; Random processes; Search methods; Testing;
Conference_Titel :
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location :
Tampa, FL
DOI :
10.1109/CDC.1989.70249
