Meta-control of an interacting-particle algorithm for global optimization

DOI10.1016/J.NAHS.2010.04.004MaRDI QIDQ608364zbMATH OpenOpenAlexWikidataFDO

Authors Orcun Molvalioglu, Zelda B. Zabinsky, Wolf Kohn

Publication date 25 November 2010

Published in Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.nahs.2010.04.004

zbMATH Keywords

simulated annealingglobal optimizationoptimal controlcooling scheduleinteracting-particle algorithmmeta-control

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20)

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Cited in

(7)

• Single Observation Adaptive Search for Continuous Simulation Optimization
• Multiobjective interacting particle algorithm for global optimization
• Simulation optimization of risk measures with adaptive risk levels
• Safe Metropolis-Hastings algorithm and its application to swarm control
• Gradient-based adaptive stochastic search for simulation optimization over continuous space
• The interacting-particle algorithm with dynamic heating and cooling
• Optimization of algorithmic parameters using a meta-control approach

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