Stochastic Optimization (eBook)

Johannes Schneider, Scott Kirkpatrick (Autoren)

eBook Download: PDF

2007 | 2006
XVI, 568 Seiten
Springer Berlin (Verlag)
978-3-540-34560-2 (ISBN)

Infos

This book addresses stochastic optimization procedures in a broad manner. The first part offers an overview of relevant optimization philosophies; the second deals with benchmark problems in depth, by applying a selection of optimization procedures. Written primarily with scientists and students from the physical and engineering sciences in mind, this book addresses a larger community of all who wish to learn about stochastic optimization techniques and how to use them.

Inhalt

Theory Overview of Stochastic Optimization Algorithms.- General Remarks.- Exact Optimization Algorithms for Simple Problems.- Exact Optimization Algorithms for Complex Problems.- Monte Carlo.- Overview of Optimization Heuristics.- Implementation of Constraints.- Parallelization Strategies.- Construction Heuristics.- Markovian Improvement Heuristics.- Local Search.- Ruin & Recreate.- Simulated Annealing.- Threshold Accepting and Other Algorithms Related to Simulated Annealing.- Changing the Energy Landscape.- Estimation of Expectation Values.- Cooling Techniques.- Estimation of Calculation Time Needed.- Weakening the Pure Markovian Approach.- Neural Networks.- Genetic Algorithms and Evolution Strategies.- Optimization Algorithms Inspired by Social Animals.- Optimization Algorithms Based on Multiagent Systems.- Tabu Search.- Histogram Algorithms.- Searching for Backbones.- Applications.- General Remarks.- The Traveling Salesman Problem.- The Traveling Salesman Problem.- Extensions of Traveling Salesman Problem.- Application of Construction Heuristics to TSP.- Local Search Concepts Applied to TSP.- Next Larger Moves Applied to TSP.- Ruin & Recreate Applied to TSP.- Application of Simulated Annealing to TSP.- Dependencies of SA Results on Moves and Cooling Process.- Application to TSP of Algorithms Related to Simulated Annealing.- Application of Search Space Smoothing to TSP.- Further Techniques Changing the Energy Landscape of a TSP.- Application of Neural Networks to TSP.- Application of Genetic Algorithms to TSP.- Social Animal Algorithms Applied to TSP.- Simulated Trading Applied to TSP.- Tabu Search Applied to TSP.- Application of History Algorithms to TSP.- Application of Searching for Backbones to TSP.- Simulating Various Types of Government with Searching for Backbones.- The Constraint Satisfaction Problem.- The Constraint Satisfaction Problem.- Construction Heuristics for CSP.- Random Local Iterative Search Heuristics.- Belief Propagation and Survey Propagation.- Outlook.- Future Outlook of Optimization Business.

Produkt-Details

• Erscheint lt. Verlag: 6.8.2007
• Reihe/Serie: Scientific Computation
• Reihe/Serie: Scientific Computation
• Zusatzinfo: XVI, 568 p.
• Verlagsort: Berlin
• Sprache: englisch
• Themenwelt: Informatik ► Theorie / Studium ► Künstliche Intelligenz / Robotik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Naturwissenschaften ► Physik / Astronomie
• Themenwelt: Technik
• Schlagworte: algorithm • algorithms • Constraint Satisfaction • Construction • Genetic algorithms • Markov • Monte Carlo • Optimization • Random Numbers • Simulated annealing • stochastic optimization • Tabu Search • Traveling Salesman Problem
• ISBN-10: 3-540-34560-4 / 3540345604
• ISBN-13: 978-3-540-34560-2 / 9783540345602