Stochastic optimization
β Johannes Schneider, Scott Kirkpatrick
π Library
π
2006
π Springer
π English
β¦ LIBER β¦
π
Stochastic Optimization
β Scribed by Johannes Josef Schneider, Scott Kirkpatrick (auth.)
- Publisher
- Springer-Verlag Berlin Heidelberg
- Year
- 2006
- Tongue
- English
- Leaves
- 550
- Series
- Scientific Computation
- Edition
- 1
- Category
- Library
β¬ Acquire This Volume
No coin nor oath required. For personal study only.
β¦ Synopsis
The search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play an eminent role whenever exact solutions to a given problem are not at hand or a compromise has to be sought, e.g. to obtain a sufficiently accurate solution within a given amount of time. This book addresses stochastic optimization procedures in a broad manner, giving an overview of the most relevant optimization philosophies in the first part. The second part deals with benchmark problems in depth, by applying in sequence a selection of optimization procedures to them. While having primarily scientists and students from the physical and engineering sciences in mind, this book addresses the larger community of all those wishing to learn about stochastic optimization techniques and how to use them.
β¦ Table of Contents
Front Matter....Pages I-XVI
Front Matter....Pages 1-1
General Remarks....Pages 3-7
Exact Optimization Algorithms for Simple Problems....Pages 9-13
Exact Optimization Algorithms for Complex Problems....Pages 15-29
Monte Carlo....Pages 31-42
Overview of Optimization Heuristics....Pages 43-47
Implementation of Constraints....Pages 49-51
Parallelization Strategies....Pages 53-57
Construction Heuristics....Pages 59-61
Markovian Improvement Heuristics....Pages 63-67
Local Search....Pages 69-72
Ruin & Recreate....Pages 73-77
Simulated Annealing....Pages 79-88
Threshold Accepting and Other Algorithms Related to Simulated Annealing....Pages 89-102
Changing the Energy Landscape....Pages 103-113
Estimation of Expectation Values....Pages 115-118
Cooling Techniques....Pages 119-134
Estimation of Calculation Time Needed....Pages 135-136
Weakening the Pure Markovian Approach....Pages 137-141
Neural Networks....Pages 143-156
Genetic Algorithms and Evolution Strategies....Pages 157-168
Front Matter....Pages 1-1
Optimization Algorithms Inspired by Social Animals....Pages 169-173
Optimization Algorithms Based on Multiagent Systems....Pages 175-180
Tabu Search....Pages 181-184
Histogram Algorithms....Pages 185-192
Searching for Backbones....Pages 193-198
Front Matter....Pages 199-199
General Remarks....Pages 201-207
Front Matter....Pages 209-209
The Traveling Salesman Problem....Pages 211-231
Extensions of Traveling Salesman Problem....Pages 233-241
Application of Construction Heuristics to TSP....Pages 243-261
Local Search Concepts Applied to TSP....Pages 263-274
Next Larger Moves Applied to TSP....Pages 275-286
Ruin & Recreate Applied to TSP....Pages 287-297
Application of Simulated Annealing to TSP....Pages 299-314
Dependencies of SA Results on Moves and Cooling Process....Pages 315-339
Application to TSP of Algorithms Related to Simulated Annealing....Pages 341-365
Application of Search Space Smoothing to TSP....Pages 367-388
Further Techniques Changing the Energy Landscape of a TSP....Pages 389-404
Application of Neural Networks to TSP....Pages 405-413
Application of Genetic Algorithms to TSP....Pages 415-422
Social Animal Algorithms Applied to TSP....Pages 423-430
Front Matter....Pages 209-209
Simulated Trading Applied to TSP....Pages 431-440
Tabu Search Applied to TSP....Pages 441-447
Application of History Algorithms to TSP....Pages 449-469
Application of Searching for Backbones to TSP....Pages 471-488
Simulating Various Types of Government with Searching for Backbones....Pages 489-498
Front Matter....Pages 500-500
The Constraint Satisfaction Problem....Pages 501-511
Construction Heuristics for CSP....Pages 513-521
Random Local Iterative Search Heuristics....Pages 523-528
Belief Propagation and Survey Propagation....Pages 529-536
Front Matter....Pages 537-537
Future Outlook of Optimization Business....Pages 539-546
Back Matter....Pages 547-568
β¦ Subjects
Computing Methodologies;Numerical and Computational Methods;Optimization;Computational Science and Engineering;Numerical and Computational Methods in Engineering
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