caa a22 4500 469067985 CHVBK 20180323132913.0 cr unu---uuuuu 170328e19920601xx s 000 0 eng 10.1007/BF00122056 doi (NATIONALLICENCE)springer-10.1007/BF00122056 A stochastic probing algorithm for global optimization [Elektronische Daten] [Purushottam Laud, L. Berliner, Prem Goel] Recently, simulated annealing methods have proven to be a valuable tool for global optimization. We propose a new stochastic method for locating the global optimum of a function. The proposed method begins with the subjective specification of a probing distribution. The objective function is evaluated at a few points sampled from this distribution, which is then updated using the collected information. The updating mechanism is based on the entropy of a move selecting distribution and is loosely connected to some notions in statistical thermodynamics. Examples of the use of the proposed method are presented. These indicate its superior performance as compared with simulated annealing. Preliminary considerations in applying the method to discrete problems are discussed. Kluwer Academic Publishers, 1992 Simulated annealing nationallicence Gibbs' distribution nationallicence entropy nationallicence Bayesian analysis nationallicence Laud Purushottam Northern Illinois University, Dekalb, Illinois, U.S.A. aut Berliner L. The Ohio State University, Columbus, Ohio, U.S.A. aut Goel Prem The Ohio State University, Columbus, Ohio, U.S.A. aut Journal of Global Optimization Kluwer Academic Publishers 2/2(1992-06-01), 209-224 0925-5001 2:2<209 1992 2 10898 https://doi.org/10.1007/BF00122056 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF00122056 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Laud Purushottam Northern Illinois University, Dekalb, Illinois, U.S.A aut NATIONALLICENCE 700 1- Berliner L. The Ohio State University, Columbus, Ohio, U.S.A aut NATIONALLICENCE 700 1- Goel Prem The Ohio State University, Columbus, Ohio, U.S.A aut NATIONALLICENCE 773 0- Journal of Global Optimization Kluwer Academic Publishers 2/2(1992-06-01), 209-224 0925-5001 2:2<209 1992 2 10898 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer