DocumentCode
1798709
Title
Global extremum search on the basis of density and its mode estimation
Author
Vladimirova, Ludmila V.
Author_Institution
St.-Peterburg State Univ., St. Petersburg, Russia
fYear
2014
fDate
June 30 2014-July 4 2014
Firstpage
1
Lastpage
1
Abstract
Nonparametric density estimates may be used as a basis for construction of global random search algorithms. The distribution density reflects the main peculiarities of objective function behavior. Consequently, the density mode may be used as approximate argument value, providing objective function maximum.
Keywords
density measurement; random processes; distribution density; global extremum search; global random search algorithms; mode estimation; Covariance matrices; Educational institutions; Ellipsoids; Estimation; Linear programming; Monte Carlo methods; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Beam Dynamics and Optimization (BDO), 2014 20th International Workshop on
Conference_Location
St. Petersburg
Print_ISBN
978-1-4799-5319-6
Type
conf
DOI
10.1109/BDO.2014.6890096
Filename
6890096
Link To Document