Stochastic optimization / Johannes J. Schneider, Scott Kirkpatrick.

By: Schneider, Johannes J. (Johannes Josef)Contributor(s): Kirkpatrick, Scott [autor]Material type: TextTextLanguage: English Series: Scientific computationCopyright date: Berlin : Springer ; 2006Edition: First EditionDescription: xvi, 565 pages : illustrations (some colours) ; 23 cmISBN: 9783642070945Subject(s): Mathematical optimization | Optimización matemática | Stochastic processes | Procesos estocásticosDDC classification: 519.6 Online resources: Publisher description | Table of contents only
Partial contents:
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 -- General Remarks -- 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 -- Construction Heuristics for CSP -- Random Local Iterative Search Heuristics -- Belief Propagation and Survey Propagation -- Future Outlook of Optimization Business.
Abstract: The search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play an eminent role whenever exact solutions to a given problem are not at hand or a compromise has to be sought, e.g. to obtain a sufficiently accurate solution within a given amount of time. This book addresses stochastic optimization procedures in a broad manner, giving an overview of the most relevant optimization philosophies in the first part.
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Item type Current library Call number Copy number Status Date due Barcode Item holds
Libro académico Libro académico Biblioteca del Campus
519.6 S3591s 2006 (Browse shelf (Opens below)) Ej. 1 Available 001958
Libro académico Libro académico Biblioteca del Campus
519.6 S3591s 2006 (Browse shelf (Opens below)) Ej. 2 Available 001959
Libro académico Libro académico Biblioteca del Campus
519.6 S3591s 2006 (Browse shelf (Opens below)) Ej. 3 Available 001960
Total holds: 0

Includes index.

Includes bibliographical references (pages [551]-561).

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 -- General Remarks -- 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 -- Construction Heuristics for CSP -- Random Local Iterative Search Heuristics -- Belief Propagation and Survey Propagation -- Future Outlook of Optimization Business.

The search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play an eminent role whenever exact solutions to a given problem are not at hand or a compromise has to be sought, e.g. to obtain a sufficiently accurate solution within a given amount of time. This book addresses stochastic optimization procedures in a broad manner, giving an overview of the most relevant optimization philosophies in the first part.

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