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Mimun. Optimization of one-dimensional multimodal functions in the presence of noise. (English) Zbl 0447.65038


MSC:

65K05 Numerical mathematical programming methods
90C15 Stochastic programming
65-04 Software, source code, etc. for problems pertaining to numerical analysis

Citations:

Zbl 0392.62005
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References:

[1] A. Žilinskas: Two algorithms for one-dimensional multimodal minimization. Math. Operat. Stat., ser. Optimization
[2] A. Žilinskas: On statistical models for multimodal optimization. Math. Operat. Stat., ser. Statistics, 9 (1978), No. 2, 255-266. · Zbl 0392.62005
[3] А. Жилинскас: Одношаговый байесовкий алгоритм минимизации одномерных функций в присутствии помех. В сб. Теория оптимальных решений, вып 1, Вильнюс, 1975, 9-22. · Zbl 1170.01354
[4] J. Mockus: On Bayesian methods of seeking the extremum and their applications. In Information Processing 77 (ed. by B. Gilchrist), North Holland, 1977, 195-200. · Zbl 0367.90092
[5] A. Žilinskas: Optimization of one-dimensional multimodal functions, statistical algorithm AS133. Applied Statistics, 27 (1978), No. 3, 367-375. · Zbl 0442.93059
[6] A. Žilinskas: On one-dimensional multimodal minimization. In Trans. of Eight Prague Conf. on Inform. Theory, Stat. Dec. Funct., Random Processes, vol. B, 1978, 393-402.
[7] System/360 Scientific Subroutine package (360-CM-03X). Version III, New York, 1960-1970.
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