On Optimization and Extreme Value Theory
We present a statistical study of the distribution of the objective value of solutions (outcomes) obtained by stochastic optimizers. Our results are based on three optimization procedures: random search and two evolution strategies. We study the fit of the outcomes to an extreme value distribution,...
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| Outros Autores: | , , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2003
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10773/5642 |
| País: | Portugal |
| Oai: | oai:ria.ua.pt:10773/5642 |