Chapter 4

Probability Collectives in Optimization

David H. Wolpert1, Stefan R. Bieniawski2 and Dev G. Rajnarayan3,    1The Santa Fe Institute, 1399 Hyde Park Rd., Santa Fe, NM 87501, USA, 2Boeing Research and Technology, P.O. Box 3707 MC 42-51, Seattle, WA 98124-2207, USA, 3Desktop Aeronautics, Inc., 1900 Embarcadero Road, Suite 101, Palo Alto, CA 94303, USA, 1david.h.wolpert@nasa.gov2stefan.r.bieniawski@boeing.com3dgorur@desktopaero.com

Abstract

This article concerns “blackbox optimization” algorithms in which one iterates the following procedure: Choose a value image, getting statistical information about an associated value , then use the set of all ...

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