Comparison of independent, stratified and random covering sample schemes in optimization problems

  • Authors:

  • A. A. Zhigljavsky;M. V. Chekmasov

  • Affiliations:

  • Department of Mathematics, St. Petersburg University Bibliotechnaya sq. 2, 198904, St. Petersburg, Russia;Department of Mathematics, St. Petersburg University Bibliotechnaya sq. 2, 198904, St. Petersburg, Russia

  • Venue:
  • Mathematical and Computer Modelling: An International Journal
  • Year:
  • 1996

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Abstract

We consider two schemes of global optimization algorithms based on the use of grids. Our main goal is to compare the so-called independent sampling (IS), stratified sampling (SS) and random covering (RC) grids implemented to the estimation problem of the global maximum of a function. The results give an insight on how a decrease of randomness in selection rules for the trial points improves efficiency of global random search algorithms.