A global optimization paradigm based on change of measures

@inproceedings{Sarkar2015AGO,
  title={A global optimization paradigm based on change of measures},
  author={Saikat Sarkar and Debasish Roy and Ram Mohan Vasu},
  booktitle={Royal Society open science},
  year={2015}
}
A global optimization framework, COMBEO (Change Of Measure Based Evolutionary Optimization), is proposed. An important aspect in the development is a set of derivative-free additive directional terms, obtainable through a change of measures en route to the imposition of any stipulated conditions aimed at driving the realized design variables (particles) to the global optimum. The generalized setting offered by the new approach also enables several basic ideas, used with other global search… CONTINUE READING

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