A K-means clustering-based multiple importance sampling algorithm for integral global optimization

DOI10.1007/S40305-021-00353-WMaRDI QIDQ2687685zbMATH OpenOpenAlexFDO

Authors Chen Wang, Donghua Wu

Publication date 7 March 2023

Published in Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40305-021-00353-w

zbMATH Keywords

generalized variance functionglobal optimizationK-means clustering algorithmmultiple importance sampling

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

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Cites work

• A level-value estimation method and stochastic implementation for global optimization
• A level-value estimation method for solving constrained global optimization
• A level-value estimation method for solving global optimization
• Cross entropy algorithm with multiple important sample level estimation for global optimization problems
• Essential supremum and supremum of summable functions
• Estimation distribution algorithms on constrained optimization problems
• Integral global optimization. Theory, implementation and applications
• Modified integral-level set method for the constrained solving global optimization
• Recent developments and trends in global optimization
• Robust analysis and global optimization
• The cross-entropy method for continuous multi-extremal optimization

Cited in

(1)

• Analysis of an innovative sampling strategy based on k-means clustering algorithm for POD and POD-DEIM reduced order models of a 2-D reaction-diffusion system

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