Simulated Stochastic Approximation Annealing for Global Optimization With a Square-Root Cooling Schedule (Q4975420): Difference between revisions

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scientific article; zbMATH DE number 6756972

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English	Simulated Stochastic Approximation Annealing for Global Optimization With a Square-Root Cooling Schedule	scientific article; zbMATH DE number 6756972

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instance of

scholarly article

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title

Simulated Stochastic Approximation Annealing for Global Optimization With a Square-Root Cooling Schedule (English)

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Journal of the American Statistical Association

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publication date

4 August 2017

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zbMATH Keywords

local trap

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Markov chain Monte Carlo

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simulated annealing

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stochastic approximation Monte Carlo

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stochastic optimization

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/01621459.2013.872993

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cites work

A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems

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Modified controlled random search algorithms

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Stability of Stochastic Approximation under Verifiable Conditions

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The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations

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Stochastic approximation and its applications

0 references

General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals

0 references

Approximation by superpositions of a sigmoidal function

0 references

Global optimization and simulated annealing

0 references

A new approach to variable metric algorithms

0 references

Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

0 references

A stochastic approximation algorithm with Markov chain Monte-Carlo method for incomplete data estimation problems

0 references

Simulated annealing process in general state space

0 references

An adaptive Metropolis algorithm

0 references

Testing the restrictions implied by the rational expectations hypothesis

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Asymptotics of the spectral gap with applications to the theory of simulated annealing

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Optimization by Simulated Annealing

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Annealing stochastic approximation Monte Carlo algorithm for neural network training

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On the use of stochastic approximation Monte Carlo for Monte Carlo integration

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Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems

0 references

Stochastic Approximation in Monte Carlo Computation

0 references

Markov Chains and Stochastic Stability

0 references

General Irreducible Markov Chains and Non-Negative Operators

0 references

Global optimization by controlled random search

0 references

A Stochastic Approximation Method

0 references

Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms

0 references

Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions

0 references

Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces

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Asymptotic convergence of a simulated annealing algorithm for multiobjective optimization problems

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Dynamic weighting in Monte Carlo and optimization

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Parametric inference for imperfectly observed Gibbsian fields

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Identifiers

zbMATH Open document ID

1367.62244

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DOI

10.1080/01621459.2013.872993

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4975420

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@@ Property / cites work @@
+A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems
+Normal rank
@@ Property / cites work @@
+Modified controlled random search algorithms
@@ Property / cites work: Modified controlled random search algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of Stochastic Approximation under Verifiable Conditions
+Normal rank
@@ Property / cites work @@
+The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
+Normal rank
@@ Property / cites work @@
+Stochastic approximation and its applications
@@ Property / cites work: Stochastic approximation and its applications / rank @@
+Normal rank
@@ Property / cites work @@
+General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals
+Normal rank
@@ Property / cites work @@
+Approximation by superpositions of a sigmoidal function
+Normal rank
@@ Property / cites work @@
+Global optimization and simulated annealing
@@ Property / cites work: Global optimization and simulated annealing / rank @@
+Normal rank
@@ Property / cites work @@
+A new approach to variable metric algorithms
@@ Property / cites work: A new approach to variable metric algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
+Normal rank
@@ Property / cites work @@
+A stochastic approximation algorithm with Markov chain Monte-Carlo method for incomplete data estimation problems
+Normal rank
@@ Property / cites work @@
+Simulated annealing process in general state space
+Normal rank
@@ Property / cites work @@
+An adaptive Metropolis algorithm
@@ Property / cites work: An adaptive Metropolis algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+Testing the restrictions implied by the rational expectations hypothesis
+Normal rank
@@ Property / cites work @@
+Asymptotics of the spectral gap with applications to the theory of simulated annealing
+Normal rank
@@ Property / cites work @@
+Optimization by Simulated Annealing
@@ Property / cites work: Optimization by Simulated Annealing / rank @@
+Normal rank
@@ Property / cites work @@
+Annealing stochastic approximation Monte Carlo algorithm for neural network training
+Normal rank
@@ Property / cites work @@
+On the use of stochastic approximation Monte Carlo for Monte Carlo integration
+Normal rank
@@ Property / cites work @@
+Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems
+Normal rank
@@ Property / cites work @@
+Stochastic Approximation in Monte Carlo Computation
+Normal rank
@@ Property / cites work @@
+Markov Chains and Stochastic Stability
@@ Property / cites work: Markov Chains and Stochastic Stability / rank @@
+Normal rank
@@ Property / cites work @@
+General Irreducible Markov Chains and Non-Negative Operators
+Normal rank
@@ Property / cites work @@
+Global optimization by controlled random search
@@ Property / cites work: Global optimization by controlled random search / rank @@
+Normal rank
@@ Property / cites work @@
+A Stochastic Approximation Method
@@ Property / cites work: A Stochastic Approximation Method / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
+Normal rank
@@ Property / cites work @@
+Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
+Normal rank
@@ Property / cites work @@
+Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
+Normal rank
@@ Property / cites work @@
+Asymptotic convergence of a simulated annealing algorithm for multiobjective optimization problems
+Normal rank
@@ Property / cites work @@
+Dynamic weighting in Monte Carlo and optimization
@@ Property / cites work: Dynamic weighting in Monte Carlo and optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Parametric inference for imperfectly observed Gibbsian fields
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4975420