Bayesian and High-Dimensional Global Optimization
Language: English
Published by Springer, 2021
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
US$ 97.12
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Add to basketItem description from seller
Druck auf Anfrage Neuware - Printed after ordering - 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.…
Seller Inventory # 9783030647117
- Title
- Bayesian and High-Dimensional Global Optimization
- Author
- Antanas ¿Ilinskas
- Publisher
- Springer
- Publication year
- 2021
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3030647110
- ISBN 13
- 9783030647117
- Item weight
- 207 grams
- Dimensions
- 235x155x8 mm
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.
"Synopsis" may belong to another edition of this title.
About the Author
Anatoly Zhigljavsky has received his BSc, MSc and PhD degrees in mathematics and statistics at Faculty of Mathematics, St.Petersburg State University. He became professor of statistics at the St.Petersburg State University in 1989. Since 1997 he is a professor, Chair in Statistics at Cardiff University. Anatoly Zhigljavsky is the author or co-author of 11 monographs on the topics of time series analysis, stochastic global optimization, optimal experimental design and dynamical systems; he is the editor/co-editor of 9 books on various topics and the author of more than 150 research papers in refereed journals. He has organized several major conferences on time series analysis, experimental design and global optimization. In 2019, he has received a prestigious Constantine Caratheodory award by the International Society for Global Optimization for his contribution to stochastic optimization.
Antanas Žilinskas is member of Lithuanian Academy of Sciences and professor of informatics at the Institute of Data Science and Digital Technologies of Vilnius university. His research interests include global and multi-objective optimization, visualization of multidimensional data, and optimal engineering design. He is author or co-author of several well-known monographs in optimization. His scientific achievements in global optimization are marked by the Caratheodory prize of the International Society of Global Optimization (2017). Prof. Žilinskas is a member of editorial boards of numerous international scientific journals. He also paid a lot of attention to teaching students and organizing studies of informatics, has prepared several textbooks on optimization and informatics."About the title" may belong to another edition of this title.
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