Inferential Performance Assessment of Stochastic Optimisers and the Attainment Function

The performance of stochastic optimisers can be assessed experimentally on given problems by performing multiple optimisation runs, and analysing the results. Since an optimiser may be viewed as an estimator for the (Pareto) minimum of a (vector) function, stochastic optimiser performance is discuss...

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Bibliographische Detailangaben

Hauptverfasser:	Grunert da Fonseca, Viviane, Fonseca, Carlos M., Hall, Andreia O.
Format:	Buchkapitel
Sprache:	eng
Schlagworte:	Applied sciences Empirical Cumulative Distribution Function Exact sciences and technology Mathematics Multiobjective Genetic Algorithm Nonparametric inference Objective Vector Operational research and scientific management Operational research. Management science Optimization. Search problems Pareto Front Probability and statistics Sciences and techniques of general use Statistics Stochastic Behaviour
Online-Zugang:	Volltext
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