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On Optimization and Extreme Value Theory
Hüsler, Jürg; Cruz, João Pedro Antunes Ferreira da; Hall, Andreia; Fonseca, CarlosWe present a statistical study of the distribution of the objective value of solutions (outcomes) obtained by stochastic optimizers. Our results are based on three optimization procedures: random search and two evolution strategies. We study the fit of the outcomes to an extreme value distribution, namely the Weibull distribution through parametric estimation. We discuss the interpretation of the parameters of ...
Data: 2012
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Origem: RIA - Repositório Institucional da Universidade de Aveiro
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