Probabilistic search with overrides

DOI10.1214/AOAP/1177004607zbMATH Open0851.60069OpenAlexW2055747860WikidataQ100356284 ScholiaQ100356284MaRDI QIDQ1916486FDOQ1916486

Authors: Bennett L. Fox, George W. Heine 

Publication date: 8 July 1996

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177004607

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zbMATH Keywords

optimizationsimulated annealingcouplingnoisy objective functionloop-skipping

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Nonconvex programming, global optimization (90C26) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Discrete-time Markov processes on general state spaces (60J05) Integer programming (90C10) Mixed integer programming (90C11)

Cited In (12)

• A simulated annealing applied for optimizing a voice-multihop radio network
• Simulation-based optimization using simulated annealing with ranking and selection
• Discrete stochastic optimization using variants of the stochastic ruler method
• A simulated annealing technique for multi-objective simulation optimization
• A modification of the stochastic ruler method for discrete stochastic optimization
• A survey on metaheuristics for stochastic combinatorial optimization
• Solution quality of random search methods for discrete stochastic optimization
• Simulated annealing in the presence of noise
• Optimal Sampling for Simulated Annealing Under Noise
• Solving the vehicle routing problem with stochastic demands using the cross-entropy method
• Re-use of samples in stochastic annealing
• Selecting the best stochastic system for large scale problems in DEDS.

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