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作者机构:School of Mathematical SciencesChongqing Normal UniversityChongqing 401331China
出 版 物:《Journal of the Operations Research Society of China》 (中国运筹学会会刊(英文))
年 卷 期:2018年第6卷第4期
页 面:587-609页
核心收录:
学科分类:0809[工学-电子科学与技术(可授工学、理学学位)] 08[工学]
主 题:Global optimization Costly black-box optimization Radial basis function Stochastic algorithm
摘 要:In this paper,we present a stochastic adaptive algorithm using radial basis function models for global optimization of costly black-box *** exploration radii in local searches are generated *** iteration point is selected from some randomly generated trial points according to certain criteria.A restarting strategy is adopted to build the restarting version of the *** performance of the presented algorithm and its restarting version are tested on 13 standard numerical *** numerical results suggest that the algorithm and its restarting version are very effective.