Axiomatic characterization of a global optimization algorithm and investigation of its search strategy

  • Authors:

  • Antanas Ilinskas

  • Affiliations:

  • Institute of Mathematics and Cybernetics, Lithuanian Academy of Sciences, Vilnius 232600, USSR

  • Venue:
  • Operations Research Letters
  • Year:
  • 1985

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Abstract

A new axiomatic characterization of a rational algorithm for global minimization based on a statistical model of the objective function is suggested. The globality of the search strategy of such an algorithm is investigated as well as the convergence of the algorithm.