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Journal of Inforamtion Science and Engineering, Vol.17 No.1, pp.47-71 (January 2001)

A Theoretical Aspect of a Stochastic Sketching Method
for Global Optimization

Jorng-Tzong Horng*, Ying-Ping Chen+ and Cheng-Yan Kao++
*Department of Computer Science and Information Engineering
National Central University
Chungli, Taoyuan, Taiwan 320, R.O.C.
E-mail: horng@db.csie.ncu.edu.tw
+Department of Computer Science and Information Engineering
University of Illinois
Urbana-Champaign, Illinois, U.S.A.
E-mail: ypchen@csie.ntu.edu.tw
++Department of Computer Science and Information Engineering
National Taiwan University
Taipei, Taiwan 106, R.O.C.
E-mail: cykao@csie.ntu.edu.tw

In this paper, we propose Stochastic Sketching method for global optimization based on the simulation of human behavior. Stochastic Sketching models the thought process and strategies of human beings and applying the artificial model to problems. We introduce and discuss concepts and components essential to Stochastic Sketching in detail, including the sampling guide, zooming controller, sketching model, precision threshold, and satisfaction probability. The mathematical foundations of Stochastic Sketching are discussed and a preliminary theoretical base is presented.

Keywords: unconstrained optimization, global optimization, Pincus theorem, evolutionary computation, evolution strategies, genetic algorithms

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Received March 3, 1998; revised December 7, 1998, & October 18, 1999; accepted April 20, 2000.
Communicated by Jieh Hsiang.