A direct stochastic algorithm for global search

DOI10.1016/S0096-3003(02)00629-XMaRDI QIDQ1412565zbMATH OpenOpenAlexFDO

Authors B. Raphael, I. F. C. Smith

Publication date 25 November 2003

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0096-3003(02)00629-x, http://infoscience.epfl.ch/record/110103

zbMATH Keywords

comparison of methodsconvergencegenetic algorithmsGlobal optimisationnumerical examplesprobabilistic global search lausanneRandom searchsimulated annealingStochastic search

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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Cites work

• A controlled random search procedure for global optimisation
• A global optimization algorithm using adaptive random search
• A new version of the Price's algorithm for global optimization
• An Effective Heuristic Algorithm for the Traveling-Salesman Problem
• Combining simulated annealing with local search heuristics
• Comparison of public-domain software for black box global optimization^∗
• Global optima of Lennard-Jones clusters
• Hesitant adaptive search for global optimisation
• scientific article; zbMATH DE number 3497315 (Why is no real title available?)
• Implementing pure adaptive search for global optimization using Markov chain sampling
• Improving hit-and-run for global optimization
• On uniform covering, adaptive random search and raspberries
• Optimization by simulated annealing
• Pure adaptive search in global optimization

Cited in

(16)

• A direct search algorithm for global optimization
• Performance of global random search algorithms for large dimensions
• On the multi-server machine interference with modified Bernoulli vacation
• An optimum approach of profit analysis on the machine repair system with heterogeneous repairmen
• Stochastic optimization algorithm with probability vector
• Optimization analysis of an unreliable multi-server queue with a controllable repair policy
• Improved global convergence probability using multiple independent optimizations
• A new hybrid method for solving global optimization problem
• Introduction of stochastic methods to phase-shifting interferometry
• A Global Search Method for Discrete Stochastic Optimization
• On retrial queue with customer balking and feedback subject to server breakdowns
• Stochastic Algorithms: Foundations and Applications
• A locally-biased form of the DIRECT algorithm.
• Hesitant adaptive search with estimation and quantile adaptive search for global optimization with noise
• Selection of active elements for morphing tensegrities based on constructing basis for column space of sensitivity matrix
• Dynamic behavior and vibration control of a tensegrity structure

Describes a project that uses

Uses Software

• PGSL

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