Statistical Characteristics of a Simplex Search with the Aim Drift

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Abstract:

The purpose of this research is to find and analyze statistical characteristics of a simplex search in a noisy surrounding and drifting aim conditions. The search process is described by using multiple Markov chains. Efficient simplex search algorithms for nonstationary object optimisation can be created on this investigation basis.

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Periodical:

Solid State Phenomena (Volume 113)

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147-150

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Online since:

June 2006

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© 2006 Trans Tech Publications Ltd. All Rights Reserved

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