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» On the adaptation of noise level for stochastic optimization
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CCE
2007
14 years 11 months ago
Adaptive optimisation of noisy black-box functions inherent in microscopic models
For systems where exact constitutive relations are unknown, a microscopic level description can be alternatively used. As microscopic simulations are computationally expensive, th...
Eddie Davis, Marianthi G. Ierapetritou
GECCO
2009
Springer
142views Optimization» more  GECCO 2009»
15 years 3 months ago
Benchmarking the (1+1)-CMA-ES on the BBOB-2009 noisy testbed
We benchmark an independent-restart-(1+1)-CMA-ES on the BBOB-2009 noisy testbed. The (1+1)-CMA-ES is an adaptive stochastic algorithm for the optimization of objective functions d...
Anne Auger, Nikolaus Hansen
AICT
2006
IEEE
129views Communications» more  AICT 2006»
15 years 2 months ago
Stochastic Thresholding: An approach to Estimator Optimization via Fisher Information Maximization
In stochastic thresholding, the threshold for quantization of a signal is randomized. An estimator based on quantized signal data can be optimized through stochastic thresholding. ...
Samudra Dasgupta
82
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EOR
2010
149views more  EOR 2010»
14 years 11 months ago
Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
Outer linearization methods for two-stage stochastic linear programs with recourse, such as the L-shaped algorithm, generally apply a single optimality cut on the nonlinear object...
Svyatoslav Trukhanov, Lewis Ntaimo, Andrew Schaefe...
ANOR
2005
81views more  ANOR 2005»
14 years 11 months ago
Managing Stochastic, Finite Capacity, Multi-Project Systems through the Cross-Entropy Methodology
This paper addresses the problem of loading a finite capacity, stochastic (random) and dynamic multi-project system. The system is controlled by keeping a constant number of projec...
Izack Cohen, Boaz Golany, Avraham Shtub