Optimization methods

Two Optimization Methods for Raytracing Two Optimization Methods for Raytracing

Raytracing is a method to produce photo-realistic pictures. For each pixel of an image one ray is shot to nd the object, which determines the color of the pixel. Rays are also used to simulate shadows and reeections. Previously bounding volume hierarchies have been used to speed raytracing. A new method to speed the traversal of a bounding volume hierarchy is presented. Optimisation methods to ...

Hybrid Probabilistic Search Methods for Simulation Optimization

Discrete-event simulation based optimization is the process of finding the optimum design of a stochastic system when the performance measure(s) could only be estimated via simulation. Randomness in simulation outputs often challenges the correct selection of the optimum. We propose an algorithm that merges Ranking and Selection procedures with a large class of random search methods for continu...

Homotopy Optimization Methods for Global Optimization

We define a new method for global optimization, the Homotopy Optimization Method (HOM). This method differs from previous homotopy and continuation methods in that its aim is to find a minimizer for each of a set of values of the homotopy parameter, rather than to follow a path of minimizers. We define a second method, called HOPE, by allowing HOM to follow an ensemble of points obtained by per...

Optimization Methods and Software

15.093J Optimization Methods