A statistical model for global optimization by means of select and clone
Antanas Žilinskas · Optimization · 2000
A statistical model tor giobai optimization is constructed generalizing some properties ofthe Wiener process to the multidimensional case. A new approach, which is similar to the Branch and Bound approach, is proposed to the construction of algorithms based on statistical models. A two dimensional version of the algorithm is implemented, and test results are presented