Stochastic Global Optimization

This book aims to cover major methodological and theoretical developments in the field of shastic global optimization. This field includes global random search and methods based on probabilistic assumptions about the objective function. We discuss the basic ideas lying behind the main algorithmic schemes, formulate the most essential algorithms and outline the ways of their theor- ical investigation. We try to be mathematically precise and sound but at the same time we do not often delve de...