Global optimization of statistical functions with simulated annealing

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Simulated Annealing and Global Optimization

Nelder-Mead (when you don’t know ∇f ) and steepest descent/conjugate gradient (when you do). Both of these methods are based on attempting to generate a sequence of positions xk with monotonically decreasing f(xk) in the hopes that the xk → x∗, the global minimum for f . If f is a convex function (this happens surprisingly often), and has only one local minimum, these methods are exactly the ri...

متن کامل

Global optimization and simulated annealing

In this paper we are concerned with global optimization, which can be defined as the problem of finding points on a bounded subset of N" in which some real valued function f assumes its optimal (maximal or minimal) value. We present a stochastic approach which is based on the simulated annealing algorithm. The approach closely follows the formulation of the simulated annealing algorithm as orig...

متن کامل

Global optimization and simulated annealing

In this paper we are concerned with global optimization, which can be defined as the problem of finding points on a bounded subset of IRn in which some real valued functionf assumes its optimal (i.e. maximal or minimal) value. We present a stochastic approach which is based on the simulated annealing algorithm. The approach closely follows the formulation of the simulated annealing algorithm as...

متن کامل

The R Package optimization: Flexible Global Optimization with Simulated-Annealing

Standard numerical optimization approaches require several restrictions. So do exact optimization methods such as the Linear Programming approach appeal for linearity and Nelder-Mead for unimodality of the loss function. One method to relax these assumptions is the Simulated Annealing approach, which reduces the risk of getting trapped in a local optimum. However, the standard implementation st...

متن کامل

Simulated annealing for constrained global optimization

Hide-and-Seek is a powerful yet simple and easily implemented continuous simulated annealing algorithm for finding the maximum of a continuous function over an arbitrary closed, bounded and full-dimensional body. The function may be nondifferentiable and the feasible region may be noneonvex or even disconnected. The algorithm begins with any feasible interior point. In each iteration it generat...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Econometrics

سال: 1994

ISSN: 0304-4076

DOI: 10.1016/0304-4076(94)90038-8