Adaptive search with stochastic acceptance probabilities for global optimization

DOI10.1016/J.ORL.2007.10.005MaRDI QIDQ943781zbMATH OpenOpenAlexFDO

Authors Archis Ghate, Robert L. Smith

Publication date 10 September 2008

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2007.10.005

zbMATH Keywords

Markov chain Monte Carlosimulated annealingnoisy objective functions

Mathematics Subject Classification ID

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

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• Relative Frequencies of Generalized Simulated Annealing
• Simulated Annealing for Convex Optimization
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• Simulated annealing for constrained global optimization

Cited in

(17)

• Hesitant adaptive search for global optimisation
• Learning Global Optimization Through a Support Vector Machine Based Adaptive Multistart Strategy
• Decentralized search on spheres using small-world Markov chains: expected hitting times and structural properties
• Stochastic global optimization and its applications with fuzzy adaptive simulated annealing
• Adaptation of stochastic search methods realized on a homogeneous computational array under uncertainty
• A Model Reference Adaptive Search Method for Global Optimization
• Statistical corrections of invalid correlation matrices
• Probabilistic adaptations of point generation schemes in some global optimization algorithms
• A model reference adaptive search method for stochastic global optimization
• Annealing adaptive search, cross-entropy, and stochastic approximation in global optimization
• Implementing pure adaptive search for global optimization using Markov chain sampling
• Single Observation Adaptive Search for Continuous Simulation Optimization
• Adaptive random search for continuous simulation optimization
• \(K\)-adaptability in stochastic combinatorial optimization under objective uncertainty
• Adaptive random search in quasi-Monte Carlo methods for global optimization
• scientific article; zbMATH DE number 1857677 (Why is no real title available?)
• Pure adaptive search for finite global optimization

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