Please use this identifier to cite or link to this item: https://lib.hpu.edu.vn/handle/123456789/23636
Title: A global optimization paradigmbased on change of measures
Authors: Sarkar, Saikat
Roy, Debasish
Vasu, Ram Mohan
Keywords: Mathematics
Martingale problem
Randomperturbations
Particle swarmoptimization
Covariancematrix adaptation evolution strategy
Issue Date: 2015
Abstract: A global optimization framework, COMBEO (Change Of MeasureBasedEvolutionaryOptimization), is proposed. An important aspect in the development is a set of derivative-free additive directional terms, obtainable through a change of measuresen routeto the imposition of any stipulated conditions aimed at driving the realized design variables (particles) to the global optimum.
URI: https://lib.hpu.edu.vn/handle/123456789/23636
Appears in Collections:Education

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