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WSC
2007
13 years 8 months ago
Parallel cross-entropy optimization
The Cross-Entropy (CE) method is a modern and effective optimization method well suited to parallel implementations. There is a vast array of problems today, some of which are hig...
Gareth E. Evans, Jonathan M. Keith, Dirk P. Kroese
SIAMCO
2011
13 years 20 days ago
Semismooth Newton Methods for Optimal Control of the Wave Equation with Control Constraints
In this paper optimal control problems governed by the wave equation with control constraints are analyzed. Three types of control action are considered: distributed control, Neuma...
Axel Kröner, Karl Kunisch, Boris Vexler
WSC
2008
13 years 8 months ago
Discrete stochastic optimization using linear interpolation
We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
Honggang Wang, Bruce W. Schmeiser
ICML
2003
IEEE
13 years 11 months ago
Evolutionary MCMC Sampling and Optimization in Discrete Spaces
The links between genetic algorithms and population-based Markov Chain Monte Carlo (MCMC) methods are explored. Genetic algorithms (GAs) are well-known for their capability to opt...
Malcolm J. A. Strens
TEC
2002
183views more  TEC 2002»
13 years 5 months ago
The particle swarm - explosion, stability, and convergence in a multidimensional complex space
Abstract--The particle swarm is an algorithm for finding optimal regions of complex search spaces through the interaction of individuals in a population of particles. Even though t...
Maurice Clerc, James Kennedy