On a possibility to use gradients in statistical models of global optimization of objective functions

Article type: Research Article

Authors: Makauskas, Algirdas

Affiliations: Institute of Mathematics and Informatics, Lithuanian Academy of Sciences, 232600 Vilnius, Akademijos St.4, Lithuania

Abstract: In well-known statistical models of global optimization only values of objective functions are taken into consideration. However, efficient algorithms of local optimization are also based on the use of gradients of objective functions. Thus, we are interested in a possibility of the use of gradients in statistical models of multimodal functions, aiming to create productive algorithms of global optimization.

Keywords: global optimization, Gaussian stationary field

DOI: 10.3233/INF-1991-2206

Journal: Informatica, vol. 2, no. 2, pp. 248-254, 1991