The interacting-particle algorithm with dynamic heating and cooling

DOI10.1007/S10898-008-9292-ZzbMath1169.90455OpenAlexW2032187177MaRDI QIDQ1029697

Zelda B. Zabinsky, Wolf Kohn, Orcun Molvalioglu

Publication date: 13 July 2009

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-008-9292-z

zbMATH Keywords

global optimizationoptimal controlsimulated annealingcooling scheduleinteracting-particle algorithmmeta-control

Mathematics Subject Classification ID

Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (10)

On sample size control in sample average approximations for solving smooth stochastic programs ⋮ Multiobjective Interacting Particle Algorithm for Global Optimization ⋮ Meta-control of an interacting-particle algorithm for global optimization ⋮ Sequential Monte Carlo simulated annealing ⋮ Pattern discrete and mixed hit-and-run for global optimization ⋮ Single Observation Adaptive Search for Continuous Simulation Optimization ⋮ Gradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous Space ⋮ Population model-based optimization ⋮ Simulation optimization of risk measures with adaptive risk levels ⋮ Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data

Uses Software

• ASA

Cites Work

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