Strategy based on information entropy for optimizing stochastic functions.
We propose a method for the global optimization of stochastic functions. During the course of the optimization, a probability distribution is built up for the location and the value of the global optimum. The concept of information entropy is used to make the optimization as efficient as possible. The entropy measures the information content of a probability distribution, and thus gives a criterion for decisions: From several possibilities we choose the one which yields the most information concerning location and value of the global maximum sought.
Schmidt
Tobias Christian
TC
Philipps-University Marburg, Renthof 5, 35032 Marburg, Germany. tobias.scmidt@physik.uni-marburg.de
Ries
Harald
H
Spirkl
Wolfgang
W