Annealing adaptive search, cross-entropy, and stochastic approximation in global optimization

DOI10.1002/nav.20462zbMath1223.90081OpenAlexW2087003045MaRDI QIDQ5198687

Ping Hu, Jiaqiao Hu

Publication date: 9 August 2011

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.20462

zbMATH Keywords

global optimizationstochastic approximation (SA)annealing adaptive search (AAS)cross-entropy method (CE)

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59)

Related Items

Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization, On the Implementation of a Class of Stochastic Search Algorithms, Empirical tail risk management with model-based annealing random search, Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings, Simulation Optimization Using Multi-Time-Scale Adaptive Random Search, Model-Based Annealing Random Search with Stochastic Averaging

Uses Software

• Global Optimization Toolbox For Maple

Cites Work

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