Subset simulation for unconstrained global optimization

DOI10.1016/j.apm.2011.04.023zbMath1228.90082OpenAlexW2090208227MaRDI QIDQ651711

Hong-Shuang Li

Publication date: 18 December 2011

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2011.04.023

zbMATH Keywords

stochastic optimizationMarkov chain Monte Carlounconstrained global optimizationextreme eventrare eventsubset simulation

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (5)

Truss structure optimization with subset simulation and augmented Lagrangian multiplier method ⋮ Robust optimisation of computationally expensive models using adaptive multi-fidelity emulation ⋮ System reliability analysis of slope stability using generalized subset simulation ⋮ Subset simulation for multi-objective optimization ⋮ Efficient and consistent reliability analysis of soil slope stability using both limit equilibrium analysis and finite element analysis

Cites Work

• Optimization by Simulated Annealing
• A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems
• Stochastic global optimization.
• Introduction to Stochastic Search and Optimization
• Equation of State Calculations by Fast Computing Machines
• Finding global minima with a computable filled function.
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