Matching stochastic algorithms to objective function landscapes

DOI10.1007/S10898-004-9968-YMaRDI QIDQ813359zbMATH OpenOpenAlexFDO

Authors W. P. Baritompa, E. M. T. Hendrix, Mirjam Dür, Lyle Noakes, Graham R. Wood

Publication date 8 February 2006

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

Full work available at URL https://doi.org/10.1007/s10898-004-9968-y

zbMATH Keywords

Simulated annealingTemperatureBacktrackingGlobal optimisationLocal optimisationSearch region

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Approximation methods and heuristics in mathematical programming (90C59) Nonlinear programming (90C30) Stochastic programming (90C15)

Recommendations

• Algorithms for stochastic optimization with function or expectation constraints
• On benchmarking stochastic global optimization algorithms
• Methods to compare expensive stochastic optimization algorithms with random restarts
• scientific article; zbMATH DE number 1060031
• Criterion algorithms of stochastic optimization
• Stochastic comparison algorithm for continuous optimization with estimation
• A Stochastic Approximation Framework for a Class of Randomized Optimization Algorithms
• A stochastic algorithm for constrained global optimization

Cites work

• scientific article; zbMATH DE number 757687 (Why is no real title available?)
• Bounds on absorption times of directionally biased random sequences
• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• Global optimization
• Handbook of global optimization. Vol. 2
• Improving hit-and-run for global optimization
• On success rates for controlled random search
• Simulated annealing for constrained global optimization
• Stochastic global optimization: Problem classes and solution techniques
• Stochastic techniques for global optimization: A survey of recent advances

Cited in

(4)

• Objective function features providing barriers to rapid global optimization
• Accelerating optimization by tracing valley
• Hopping between distant basins
• scientific article; zbMATH DE number 433029 (Why is no real title available?)

This page was built for publication: Matching stochastic algorithms to objective function landscapes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q813359)