Two new facts regarding genetic extremum search algorithms are presented. The first one, which is based on the use of a modification of the simulated annealing method, makes it possible to distinguish close extrema at the initial stage and indicates the strategy of behavior in the case of many equal extrema. The second fact (a lemma and its consequence) points out new methods for implementing the evolution of the covariance matrix. Numerical examples are given.
Original languageEnglish
Pages (from-to) 1503 - 1512
Number of pages10
JournalCommunications in Statistics Part B: Simulation and Computation
Volume51
Issue number4
Early online date7 Oct 2019
DOIs
StatePublished - 7 Oct 2019

    Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation

    Research areas

  • Experimental designing, Genetic algorithms, Global extremum, Simulated annealing

ID: 47419584