Model-based annealing random search with stochastic averaging

DOI10.1145/2641565MaRDI QIDQ5270721zbMATH OpenOpenAlexFDO

Authors Jiaqiao Hu, Enlu Zhou, Qi Fan

Publication date 30 June 2017

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/2641565

zbMATH Keywords

global optimizationmodel-based algorithmsstochastic approximation

Mathematics Subject Classification ID

Stochastic approximation (62L20) Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59)

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Cites work

• A deterministic analysis of stochastic approximation with randomized directions
• A Model Reference Adaptive Search Method for Global Optimization
• Annealing adaptive search, cross-entropy, and stochastic approximation in global optimization
• Approximate stochastic annealing for online control of infinite horizon Markov decision processes
• Feature Article—Statistical Analysis of Simulation Output Data
• Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization
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• scientific article; zbMATH DE number 194544 (Why is no real title available?)
• scientific article; zbMATH DE number 2117227 (Why is no real title available?)
• Introduction to evolutionary computing
• Introduction to Stochastic Search and Optimization
• Model-based search for combinatorial optimization: A critical survey
• Nested Partitions Method for Global Optimization
• On the almost sure convergence of a general stochastic approximation procedure
• Optimization by simulated annealing
• Stochastic adaptive search for global optimization.

Cited in

(9)

• Stochastic annealing for synthesis under uncertainty
• Empirical tail risk management with model-based annealing random search
• On the implementation of a class of stochastic search algorithms
• Classical Model Selection via Simulated Annealing
• Optimization of Jacobian matrix annealing algorithm based on hybrid model
• Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization
• Single Observation Adaptive Search for Continuous Simulation Optimization
• Dynamic sample budget allocation in model-based optimization
• Numerical methods for distributed stochastic compositional optimization problems with aggregative structure

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