Stationary probability density of stochastic search processes in global optimization

DOI10.1088/1742-5468/2008/01/P01013zbMath1456.90128OpenAlexW3101991304MaRDI QIDQ5239420

Arturo Berrones

Publication date: 22 October 2019

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1742-5468/2008/01/p01013

zbMATH Keywords

heuristicsstochastic search

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09) Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (1)

Ground states of 2D ±JIsing spin glasses obtained via stationary Fokker–Planck sampling

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimization by Simulated Annealing
• Recent approaches to global optimization problems through particle Swarm optimization
• The Fokker-Planck equation. Methods of solution and applications
• Linearly constrained global optimization and stochastic differential equations
• Asymptotic methods for the Fokker-Planck equation and the exit problem in applications
• Where are the hard knapsack problems?
• Introduction to global optimization
• Deterministic global optimization. Theory, methods and applications
• Experimental testing of advanced scatter search designs for global optimization of multimodal functions
• A Model Reference Adaptive Search Method for Global Optimization
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Diffusions for Global Optimization
• Equation of State Calculations by Fast Computing Machines
• A Simplex Method for Function Minimization
• Introduction to evolutionary computing
• A survey of optimization by building and using probabilistic models

This page was built for publication: Stationary probability density of stochastic search processes in global optimization