• DocumentCode
    3337936
  • Title

    A nonparametric global optimization method using the rank transformation

  • Author

    Perttunen, Cary D.

  • Author_Institution
    Dept. of Electr. Eng., Louisville Univ., KY, USA
  • fYear
    1989
  • fDate
    13-15 Dec 1989
  • Firstpage
    888
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
  • Conference_Location
    Tampa, FL
  • Type

    conf

  • DOI
    10.1109/CDC.1989.70249
  • Filename
    70249
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3337936