%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 }