A survey on the global optimization problem: General theory and computational approaches

Several different approaches have been suggested for the numerical solution of the global optimization problem: space covering methods, trajectory methods, random sampling, random search and methods based on a stochastic model of the objective function are considered in this paper and their relative computational effectiveness is discussed. A closer analysis is performed of random sampling methods along with cluster analysis of sampled data and of Bayesian nonparametric stopping rules. © 1984 J.C. Baltzer A.G., Scientific Publishing Company.