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A statistical model for global optimization by means of select and clone |
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| Abstract: | A statistical model tor giobai optimization is constructed generalizing some properties ofthe Wiener process to the multidimensional case. A new approach, which is similar to the Branch and Bound approach, is proposed to the construction of algorithms based on statistical models. A two dimensional version of the algorithm is implemented, and test results are presented |
| Keywords: | Global Optimization Wiener Process Branch And Bound Algorithm Multi- Dimensional Algorithms Statistical Model Select And Clone Technique |