出版社:Vilnius University, University of Latvia, Latvia University of Agriculture, Institute of Mathematics and Informatics of University of Latvia
摘要:A modification of the global optimization algorithm, rooted in the statistical theory of global optimization, is proposed. The original method is based on the hyper-rectangular partition of the feasible region where a hyper-rectangle for subdivision is selected using a criterion related to the probability of improvement. The idea of the modification is in the coordination of local and global phases of search. The testing results show that the proposed modification improves the performance of the original algorithm.