Stochastic global optimization as a filtering problem

DOI10.1016/j.jcp.2011.11.019zbMath1242.90148arXiv0912.4072MaRDI QIDQ423021

Panos Stinis

Publication date: 18 May 2012

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.4072

zbMATH Keywords

stochastic global optimization; particle filtering; exponential densities; parametric density estimation

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

90C15: Stochastic programming

Related Items

Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization, Enforcing constraints for interpolation and extrapolation in generative adversarial networks, Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions

Cites Work

• Stochastic global optimization.
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• Sequential Monte Carlo Methods in Practice
• Graphical Models, Exponential Families, and Variational Inference
• A survey of convergence results on particle filtering methods for practitioners
• Introduction to evolutionary computing
• Introduction to global optimization.
• Monte Carlo strategies in scientific computing
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