1992
DOI: 10.1007/bf00122051
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A review of statistical models for global optimization

Abstract: A review of statistical models for global optimization is presented. Rationality of the search for a global minimum is formulated axiomatically and the features of the corresponding algorithm are derived from the axioms. Furthermore the results of some applications of the proposed algorithm are presented and the perspectives of the approach are discussed.

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Cited by 63 publications
(22 citation statements)
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“…The complex power spectrum is possible to obtain by dividing the energy spectrum with the integration time t. The integrated relations are the Fourier transform expressions and can be calculated by FFT algorithm [21][22][23][24][25][26][27][28].…”
Section: Optimization Of the Dynamic Behaviormentioning
confidence: 99%
“…The complex power spectrum is possible to obtain by dividing the energy spectrum with the integration time t. The integrated relations are the Fourier transform expressions and can be calculated by FFT algorithm [21][22][23][24][25][26][27][28].…”
Section: Optimization Of the Dynamic Behaviormentioning
confidence: 99%
“…In the last decades, extensive research has been made within the field of estimating parameters of deterministic and stochastic systems, respectively [6][7][8][9][10][11][12][13]. Most attention has been drawn to local and global nonlinear optimization methods.…”
Section: B Previous Workmentioning
confidence: 99%
“…These include sampling at an upper confidence bound of the predicted function [9], [10], using the probability of improvement [11], [12], and the use of expected improvement [13], [14]. The latter has shown to effectively trade off exploration of the parameter space and exploitation of the known good areas, without requiring algorithm parameters to be carefully tuned.…”
Section: Related Workmentioning
confidence: 99%