Global Optimization : A Stochastic Approach

✍ Scribed by Schaeffler S.

• Publisher: Springer
• Year: 2012
• Tongue: English
• Leaves: 157
• Series: Springer Series in Operations Research and Financial Engineering
• Edition: 2012
• Category: Library

✦ Synopsis

Preface.- Introduction.- Preliminaries.- The Approach.- Theoretical Results.- The Algorithm.- Numerical Results.- References.- Index

✦ Table of Contents

Cover......Page 1
Global Optimization......Page 4
Preface......Page 6
Notation and Symbols......Page 10
Contents......Page 12
List of Figures......Page 14
1.1 Random Search......Page 18
1.2 Adaptive Search......Page 21
1.3 Markovian Algorithms......Page 22
1.4 Population Algorithms......Page 23
2.1 The Curve of Steepest Descent......Page 24
2.2 Numerical Analysis......Page 33
3.1 A Randomized Curve of Steepest Descent......Page 37
3.2 Concepts of Numerical Analysis......Page 50
3.3 A Semi-implicit Euler Method......Page 52
3.4 An Euler Method with Gradient Approximations......Page 68
4.1 Channel Coding......Page 72
4.2 Decoding......Page 74
5.1 Introduction......Page 89
5.2 A Penalty Approach......Page 96
5.3 Equality Constraints......Page 101
5.4 General Case......Page 112
6.1 Introduction......Page 118
6.2 The Curve of Dominated Points......Page 119
6.3 A Randomized Curve of Dominated Points......Page 123
6.4 An Euler Method......Page 125
6.5 Constraints......Page 129
Appendix A: A Short Course in Probability Theory......Page 131
Appendix B: Pseudorandom Numbers......Page 139
Appendix C: White Noise Disturbances......Page 145
References......Page 152
Index......Page 155