Probability Models in Global Optimization
Volume 27, Issue 2 (2016), pp. 323–334
Pub. online: 1 January 2016
Type: Research Article
Received
1 January 2016
1 January 2016
Accepted
1 April 2016
1 April 2016
Published
1 January 2016
1 January 2016
Abstract
This paper reviews the interplay between global optimization and probability models, concentrating on a class of deterministic optimization algorithms that are motivated by probability models for the objective function. Some complexity results are described for the univariate and multivariate cases.