Stochastic Global Optimization: A Review on the Occasion of 25 Years of Informatica
Volume 27, Issue 2 (2016), pp. 229–256
Pub. online: 1 January 2016
Type: Research Article
Received
1 December 2015
1 December 2015
Accepted
1 April 2016
1 April 2016
Published
1 January 2016
1 January 2016
Abstract
This is a survey of the main achievements in the methodology and theory of stochastic global optimization. It comprises two complimentary directions: global random search and the methodology based on the use of stochastic models about the objective function. The main attention is paid to theoretically substantiated methods and mathematical results proven in the last 25 years.