Bayesian and High-Dimensional Global Optimization (English, Bulgarian, Paperback, 1st ed. 2021)

Accessible to a variety of readers, this book is of interest to specialists, graduate students and researchers in mathematics, optimization, computer science, operations research, management science, engineering and other applied areas interested in solving optimization problems. Basic principles, potential and boundaries of applicability of stochastic global optimization techniques are examined in this book. A variety of issues that face specialists in global optimization are explored, such as multidimensional spaces which are frequently ignored by researchers. The importance of precise interpretation of the mathematical results in assessments of optimization methods is demonstrated through examples of convergence in probability of random search. Methodological issues concerning construction and applicability of stochastic global optimization methods are discussed, including the one-step optimal average improvement method based on a statistical model of the objective function. A significant portion of this book is devoted to an analysis of high-dimensional global optimization problems and the so-called 'curse of dimensionality'. An examination of the three different classes of high-dimensional optimization problems, the geometry of high-dimensional balls and cubes, very slow convergence of global random search algorithms in large-dimensional problems , and poor uniformity of the uniformly distributed sequences of points are included in this book.

General

Imprint:	Springer Nature Switzerland AG
Country of origin:	Switzerland
Series:	SpringerBriefs in Optimization
Release date:	March 2021
First published:	2021
Authors:	Anatoly Zhigljavsky • Antanas Zilinskas
Dimensions:	235 x 155 x 11mm (L x W x T)
Format:	Paperback
Pages:	118
Edition:	1st ed. 2021
ISBN-13:	978-3-03-064711-7
Languages:	English • Bulgarian
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Algebra > General Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Calculus of variations Books > Professional & Technical > Mechanical engineering & materials > Production engineering > General
LSN:	3-03-064711-0
Barcode:	9783030647117

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