Annealing evolutionary stochastic approximation Monte Carlo for global optimization

DOI10.1007/s11222-010-9176-1zbMath1258.65057MaRDI QIDQ5970614

Faming Liang

Publication date: 16 January 2013

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-010-9176-1

zbMATH Keywords

global optimization; convergence; numerical results; simulated annealing; genetic algorithm; stochastic approximation Monte Carlo method

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

65C05: Monte Carlo methods

90C26: Nonconvex programming, global optimization

90C15: Stochastic programming

90C27: Combinatorial optimization

Uses Software

• Genocop
• Tabu search

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimization by Simulated Annealing
• Identification of multivariate AR-models by threshold accepting
• Markov chains and stochastic stability
• A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems
• A simulated annealing strategy for the detection of arbitrarily shaped spatial clusters
• A genetic estimation algorithm for parameters of stochastic ordinary differential equations
• Speeding up continuous GRASP
• A genetic algorithm for irregularly shaped spatial scan statistics
• Testing the restrictions implied by the rational expectations hypothesis
• Global optimization by controlled random search
• Convergence of adaptive direction sampling
• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• Optimal exact experimental designs with correlated errors through a simulated annealing algorithm
• Rates of convergence of the Hastings and Metropolis algorithms
• Annealing stochastic approximation Monte Carlo algorithm for neural network training
• Global optimization by continuous grasp
• Tabu search directed by direct search methods for nonlinear global optimization
• Experimental testing of advanced scatter search designs for global optimization of multimodal functions
• Stopping Rules for a Random Optimization Method
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Sequential Stopping Rules for Random Optimization Methods with Applications to Multistart Local Search
• Dynamic weighting in Monte Carlo and optimization
• Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models
• Dynamically Weighted Importance Sampling in Monte Carlo Computation
• Adaptive Markov Chain Monte Carlo through Regeneration
• Modified controlled random search algorithms
• Stochastic Approximation in Monte Carlo Computation
• Stability of Stochastic Approximation under Verifiable Conditions
• Monte Carlo sampling methods using Markov chains and their applications
• An adaptive Metropolis algorithm
• Monte Carlo strategies in scientific computing
• Theory of genetic algorithms
• Genetic algorithms for the identification of additive and innovation outliers in time series
• Using genetic algorithms to parameters \((d,r)\) estimation for threshold autoregressive models