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» Stochastic MINLP optimization using simplicial approximation
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JORS
2011
67views more  JORS 2011»
13 years 1 months ago
Robust parameter design optimization of simulation experiments using stochastic perturbation methods
Stochastic perturbation methods can be applied to problems for which either the objective function is represented analytically, or the objective function is the result of a simula...
A. K. Miranda, E. Del Castillo
CCE
2008
13 years 6 months ago
Global optimization of multiscenario mixed integer nonlinear programming models arising in the synthesis of integrated water net
The problem of optimal synthesis of an integrated water system is addressed in this work, where water using processes and water treatment operations are combined into a single net...
Ramkumar Karuppiah, Ignacio E. Grossmann
SIAMNUM
2010
140views more  SIAMNUM 2010»
13 years 1 months ago
Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise
Semidiscrete finite element approximation of the linear stochastic wave equation with additive noise is studied in a semigroup framework. Optimal error estimates for the determinis...
Mihály Kovács, Stig Larsson, Fardin ...
ICASSP
2010
IEEE
13 years 6 months ago
Stochastic cross-layer resource allocation for wireless networks using orthogonal access: Optimality and delay analysis
Efficient design of wireless networks requires implementation of cross-layer algorithms that exploit channel state information. Capitalizing on convex optimization and stochastic...
Antonio G. Marqués, Georgios B. Giannakis, ...
GECCO
2010
Springer
239views Optimization» more  GECCO 2010»
13 years 9 months ago
Benchmarking SPSA on BBOB-2010 noiseless function testbed
This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noiseless testbed. SPSA is a stochastic gradient approximation strate...
Steffen Finck, Hans-Georg Beyer