An Intelligent Technique for Initial Distribution of Genetic Algorithms
The need to find the global minimum in multivariable functions is a critical problem in many fields of science and technology. Effectively solving this problem requires the creation of initial solution estimates, which are subsequently used by the ...
Vasileios Charilogis +2 more
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Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization [PDF]
In this paper we study optimization problems with multivariate stochastic dominance constraints where the underlying functions are not necessarily linear. These problems are important in multicriterion decision making, since each component of vectors can
Xu, Huifu +2 more
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Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization [PDF]
published in SIAM Journal on ...
Xiao Wang +3 more
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Penalty methods with stochastic approximation for stochastic nonlinear programming [PDF]
In this paper, we propose a class of penalty methods with stochastic approximation for solving stochastic nonlinear programming problems. We assume that only noisy gradients or function values of the objective function are available via calls to a stochastic first-order or zeroth-order oracle.
Xiao Wang, Shiqian Ma, Ya-Xiang Yuan
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Tensor approximation methods for stochastic problems [PDF]
Spektrale stochastische Methoden haben sich als effizientes Werkzeug zur Modellierung von Systemen mit Unsicherheiten etabliert. Der Vorteil dieser Methoden ist, dass sie nicht nur Statistiken liefern, sondern auch eine direkte Darstellung der Lösung als
Zander, Elmar Klaus
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Selecting Some Variables to Update-Based Algorithm for Solving Optimization Problems
With the advancement of science and technology, new complex optimization problems have emerged, and the achievement of optimal solutions has become increasingly important.
Mohammad Dehghani, Pavel Trojovský
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Parallel implementation of stochastic simulation for large-scale cellular processes [PDF]
Experimental and theoretical studies have shown the importance of stochastic processes in genetic regulatory networks and cellular processes. Cellular networks and genetic circuits often involve small numbers of key proteins such as transcriptional ...
Kevin Burrage +6 more
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Use RBF as a Sampling Method in Multistart Global Optimization Method
In this paper, a new sampling technique is proposed that can be used in the Multistart global optimization technique as well as techniques based on it.
Ioannis G. Tsoulos +2 more
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Stein's Method and Stochastic Orderings [PDF]
A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s -convex orders are discussed.
Daly, FA, Lefèvre, C, Utev, S
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Using Optimization Techniques in Grammatical Evolution
The Grammatical Evolution technique has been successfully applied to a wide range of problems in various scientific fields. However, in many cases, techniques that make use of Grammatical Evolution become trapped in local minima of the objective problem ...
Ioannis G. Tsoulos +2 more
doaj +1 more source

