Approximation of the Long Term Statistical Properties of Random Search Processes in Global Optimization
A. Berrones. Abstract Book of the XXIII IUPAP International Conference on Statistical Physics, Genova, Italy, (9-13 July 2007)
Zusammenfassung
A new stochastic search algorithm is proposed, which in first instance is capable to give a probability density from which populations of points that are consistent with the global properties of the associated optimization problem can be drawn.
The procedure is based on the Fokker -- Planck equation, which is a linear differential equation for the density. The algorithm is constructed in such a way that only involves linear operations and a relatively small number of evaluations of the given cost function.
%0 Book Section
%1 statphys23_0256
%A Berrones, A.
%B Abstract Book of the XXIII IUPAP International Conference on Statistical Physics
%C Genova, Italy
%D 2007
%E Pietronero, Luciano
%E Loreto, Vittorio
%E Zapperi, Stefano
%K annealing equation fokker global optimization planck search simulated statphys23 stochastic topic-11
%T Approximation of the Long Term Statistical Properties of Random Search Processes in Global Optimization
%U http://st23.statphys23.org/webservices/abstract/preview_pop.php?ID_PAPER=256
%X A new stochastic search algorithm is proposed, which in first instance is capable to give a probability density from which populations of points that are consistent with the global properties of the associated optimization problem can be drawn.
The procedure is based on the Fokker -- Planck equation, which is a linear differential equation for the density. The algorithm is constructed in such a way that only involves linear operations and a relatively small number of evaluations of the given cost function.
@incollection{statphys23_0256,
abstract = {A new stochastic search algorithm is proposed, which in first instance is capable to give a probability density from which populations of points that are consistent with the global properties of the associated optimization problem can be drawn.
The procedure is based on the Fokker -- Planck equation, which is a linear differential equation for the density. The algorithm is constructed in such a way that only involves linear operations and a relatively small number of evaluations of the given cost function.},
added-at = {2007-06-20T10:16:09.000+0200},
address = {Genova, Italy},
author = {Berrones, A.},
biburl = {https://www.bibsonomy.org/bibtex/23b4855629dc75b7976116488831b2759/statphys23},
booktitle = {Abstract Book of the XXIII IUPAP International Conference on Statistical Physics},
editor = {Pietronero, Luciano and Loreto, Vittorio and Zapperi, Stefano},
interhash = {f87bc0be832244764aa18bac536615ee},
intrahash = {3b4855629dc75b7976116488831b2759},
keywords = {annealing equation fokker global optimization planck search simulated statphys23 stochastic topic-11},
month = {9-13 July},
timestamp = {2007-06-20T10:16:15.000+0200},
title = {Approximation of the Long Term Statistical Properties of Random Search Processes in Global Optimization},
url = {http://st23.statphys23.org/webservices/abstract/preview_pop.php?ID_PAPER=256},
year = 2007
}