Meta-control of an interacting-particle algorithm for global optimization

DOI10.1016/j.nahs.2010.04.004zbMath1203.93214OpenAlexW2078918649WikidataQ124936115 ScholiaQ124936115MaRDI QIDQ608364

Zelda B. Zabinsky, Orcun Molvalioglu, Wolf Kohn

Publication date: 25 November 2010

Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nahs.2010.04.004

zbMATH Keywords

global optimizationoptimal controlsimulated annealingcooling scheduleinteracting-particle algorithmmeta-control

Mathematics Subject Classification ID

Related Items (5)

Multiobjective Interacting Particle Algorithm for Global Optimization ⋮ Single Observation Adaptive Search for Continuous Simulation Optimization ⋮ Gradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous Space ⋮ Simulation optimization of risk measures with adaptive risk levels ⋮ The interacting-particle algorithm with dynamic heating and cooling

Cites Work

• Performance analysis of cyclical simulated annealing algorithms
• The interacting-particle algorithm with dynamic heating and cooling
• Quantum mechanics based on probability wave functions induced by the minimum mean deviation from statistical equilibrium. I
• Stochastic adaptive search for global optimization.
• A theoretical study on the behavior of simulated annealing leading to a new cooling schedule
• An analytically derived cooling schedule for simulated annealing
• Optimization of algorithmic parameters using a meta-control approach
• A new genetic algorithm
• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• Random walks and anO*(n5) volume algorithm for convex bodies
• Simulated Annealing: Searching for an Optimal Temperature Schedule
• Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures
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