Results 271 to 280 of about 40,610 (305)

Global optimization of stochastic multivariable functions

Proceedings of 26th Southeastern Symposium on System Theory, 1993
This paper presents a new methodology for global optimization of the stochastic multivariable functions subjet to stochastic, possibly nonlinear constraints. The least squares parametric estimation is applied as an intermediate step in the stochastic optimizer which uses a special transformation to capture the global optima estimate.
B. Adamczyk, M. A. Zohdy, Aftab Ali Khan
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Stochastic Methods for Practical Global Optimization

Journal of Global Optimization, 1998
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Fast stochastic global optimization

IEEE Transactions on Systems, Man, and Cybernetics, 1994
A new stochastic optimization strategy is introduced which cascades many Metropolis-like procedures to sample a Boltzmann distribution at fixed temperatures. Global optimization of an objective f(x) in a certain class is shown to require O((/spl Delta//T/sub low/)/sup 2/) computational effort where /spl Delta/=max/sub x,x'/(f(x)-f(x')) and T/sub low ...
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Global recursive stochastic optimization

IFAC Proceedings Volumes, 1999
Abstract In this paper a new recursive algorithm for searching the global minimizer of a function is proposed when the function is observed with noise. The algorithm is based on switches between the stochastic approximation (SA) and the random search (RS) with stepsizes decreasing as SA develops and as RS takes steps.
Hai-Tao Fang, Han-Fu Chen
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A Global Search Method for Discrete Stochastic Optimization

SIAM Journal on Optimization, 1996
Summary: This paper is concerned with the problem of optimizing the performance of a stochastic system over a finite set of alternatives in situations where the performance of the system cannot be evaluated analytically, but must be estimated or measured, for instance, through simulation.
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Stochastic and Global Optimization

2002
The Jubilee of Prof. dr. Habil. Jonas Mockus. 1. Topographical Differential Evolution Using Pre-calculated Differentials M.M. Ali, A. Torn. 2. Optimal Tax Depreciation in Stochastic Investment Model V.I. Arkin, A.D. Slastnikov. 3. Global Optimisation of Chemical Process Flowsheets I.D.L. Bogle, R.P. Byrne. 4.
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SPT: a stochastic tunneling algorithm for global optimization

Journal of Global Optimization, 2001
The paper develops an algorithm for unconstrained continuous global optimization problems that combines a stochastic Pijavskij tunneling approach with the TRUST method of \textit{J. Barhen} and \textit{V. Protopopescu} [in E. A. Floudas (ed.) et al., Kluwer, Nonconvex Optim. Appl. 7, 163-180 (1996; Zbl 0871.90080) and with \textit{D.
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Optoelectronic retinas that perform stochastic global optimization

Optics Letters, 1993
In low-level image processing many problems, such as edge detection, segmentation, and halftoning, can be formulated in terms of an energy minimization. When dedicated hardware, namely artificial retinas, are built to perform such tasks at a video rate, only deterministic suboptimal minimization on a limited class of energy functions is usually carried
P, Lalanne, P, Chavel, P, Garda, F, Devos   +3 more
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Comparison of deterministic and stochastic approaches to global optimization

International Transactions in Operational Research, 2005
AbstractIn this paper, we compare two different approaches to nonconvex global optimization. The first one is a deterministic spatial Branch‐and‐Bound algorithm, whereas the second approach is a Quasi Monte Carlo (QMC) variant of a stochastic multi level single linkage (MLSL) algorithm.
Leo Liberti, Sergei S. Kucherenko
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Stochastic sketching: a new method for global optimization

Soft Computing - A Fusion of Foundations, Methodologies and Applications, 1999
In this paper, we propose Stochastic sketching for global optimization based on a simulation of human behaviour. Stochastic sketching tries to do things simply in the human way without too much interpretation instead of modeling the thought and strategies of human beings and applying an artificial model to problems.
Ying-Ping Chen, Jorng-Tzong Horng, Cheng-Yan Kao   +2 more
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