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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 98 (1998), S. 431-448 
    ISSN: 1573-2878
    Keywords: Global optimization ; partitioned random search ; sequential sampling ; dynamic programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The paper studies the optimal sequential sampling policy of the partitioned random search (PRS) and its approximation. The PRS is a recently proposed approach for function optimization. It takes explicitly into consideration computation time or cost, assuming that there exist both a cost for each function evaluation and a finite total computation time constraint. It is also motivated at improving efficiency of the widely used crude random search. In particular, the PRS considers partitioning the search region of an objective function into K subregions and employing an independent and identically distributed random sampling scheme for each of K subregions. A sampling policy decides when to terminate the sampling process or which subregion to be sampled next.
    Type of Medium: Electronic Resource
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