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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Bibliographic Details
Main Author: Hüsler, Jürg (author)
Other Authors: Cruz, João Pedro Antunes Ferreira da (author), Hall, Andreia (author), Fonseca, Carlos (author)
Format: article
Language:eng
Published: 2003
Subjects:
Optimizer
Extreme values
Random search
Evolution strategies
Online Access:http://hdl.handle.net/10773/5642
Country:Portugal
Oai:oai:ria.ua.pt:10773/5642

Internet

http://hdl.handle.net/10773/5642

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