A review of statistical models for global optimization |
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| Authors: | A ?ilinskas |
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| Institution: | (1) Dept. Optimal Decision Theory, Institute of Mathematics and Informatics, K. Po elos 54, 232600 Vilnius, Lithuania |
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| Abstract: | A review of statistical models for global optimization is presented. Rationality of the search for a global minimum is formulated axiomatically and the features of the corresponding algorithm are derived from the axioms. Furthermore the results of some applications of the proposed algorithm are presented and the perspectives of the approach are discussed. |
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| Keywords: | Global optimization stochastic models optimal design rational choice |
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