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Stochastic adaptive search for global optimization /

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Several engineering global optimization problems are summarized to demonstrate the kinds of practical problems that are now within reach." "Audience: This book is suitable for graduate students, researchers and practitioners in operations research, engineering, and mathematics."--BOOK...

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Bibliographic Details
Main Author: Zabinsky, Zelda B.
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Boston : Kluwer Academic Publishers, [2003]
Series:Nonconvex optimization and its applications ; v. 72.
Subjects:
Stochastic processes.
Search theory.
Mathematical optimization.
Processus stochastiques.
Décision, Théorie de la.
Optimisation mathématique.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Classification of Optimization Problems
  • Types of Algorithms
  • Assumptions for Continuous Problems
  • Assumptions for Discrete Problems
  • Mixed Continuous-discrete Problems
  • Overview of Random Search Methods
  • Enumeration or Exhaustive Search
  • Grid Search
  • Pure Random Search
  • Other Covering Methods
  • Sequential Random Search
  • Simulated Annealing
  • Step Size Algorithms
  • Convergence
  • Two-Phase Methods
  • Genetic Algorithms
  • Other Stochastic Methods
  • Pure Random Search and Pure Adaptive Search
  • Pure Random Search (PRS)
  • Pure Adaptive Search (PAS)
  • Comparison of PRS and PAS
  • Distribution of Improvement for PAS
  • Continuous PAS Distribution
  • Finite PAS Distribution
  • Linearity Result for PAS
  • Hesitant Adaptive Search
  • Hesitant Adaptive Search (HAS)
  • Number of HAS Iterations to Convergence
  • Continuous HAS Distribution
  • Discrete HAS Distribution
  • General HAS Distribution
  • Numerical Examples of HAS
  • Combination of PRS and PAS, (1-p)PRS+pPAS
  • Continuous PRS and PAS Combination
  • Discrete PRS and PAS Combination
  • Annealing Adaptive Search
  • Bounds on Performance of Annealing Adaptive Search
  • Cooling Schedule for Annealing Adaptive Search
  • Backtracking Adaptive Search
  • Mixed Backtracking Adaptive Search (Mixed BAS)
  • Discrete Backtracking Adaptive Search (Discrete BAS)
  • Markov Chain Models of Discrete BAS
  • Range embedded Markov chain model
  • Examples of Discrete BAS
  • Hit-and-Run Based Algorithms
  • Implementation of Hit-and-Run.