A theoretical aspect of a stochastic sketching method for global optimization

J. T. Horng, Y. P. Chen, C. Y. Kao

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper, we propose Stochastic Sketching method for global optimization based on the simulation of human behavior. Stochastic Sketching models the thought process and strategies of human beings and applying the artificial model to problems. We introduce and discuss concepts and components essential to Stochastic Sketching in detail, including the sampling guide, zooming controller, sketching model, precision threshold, and satisfaction probability. The mathematical foundations of Stochastic Sketching are discussed and a preliminary theoretical base is presented.

Original languageEnglish
Pages (from-to)47-71
Number of pages25
JournalJournal of Information Science and Engineering
Volume17
Issue number1
StatePublished - Jan 2001

Keywords

  • Evolution strategies
  • Evolutionary computation
  • Genetic algorithms
  • Global optimization
  • Pincus theorem
  • Unconstrained optimization

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