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Statistical models of multimodal functions and construction of algorithms for global optimization. (English) Zbl 0907.90257

Summary: Problems and results in constructing statistical models of multimodal functions are reviewed. The rationality of the search for a global minimum is formulated axiomatically and the features of the corresponding algorithm are discussed. The results of some applications of the proposed algorithm are presented.

MSC:

90C30 Nonlinear programming
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