Re: function minimization references

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#956

From: Richard Frost
Date: Thu, 17 Dec 1992 18:07

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Gradient decent is fine if you can show there exist only a small
number of extrema in the search domain.

Here are some references which discuss alternative approaches.

SIMULATED ANNEALING:

J.R. Harland and P. Salamon "Simulated annealing: A review of the
thermodynamic approach" Nuclear Physics B (Proc. Suppl.) 5A (1988) pp. 109-115

G. Ruppeiner, et al "Ensemble approach to simulated annealing"
J. Phys. I vol. 1 (1991) 455-470

K.H. Hoffman, et al "Optimal ensemble size for parallel implementations
of simulated annealing" Appl. Math. Lett. vol. 3, no. 3 (1990) 53-56

SIMULATED RE-ANNEALING:

L. Ingber and B. Rosen "Genetic algorithms and very fast simulated
annealing: a comparison" Mathematical and Computer Modelling, 16(11)
1992, 87-100

L. Ingber "Very fast simulated re-annealing" Mathematical and Computer
Modelling, 12(8) 1989, 967-973

GENETIC ALGORITHMS:

K.A. De Jong "Genetic algorithms are NOT function optimizers" in
Foundations of Genetic Algorithms: Proceedings 24-29 July 1992, D.
Whitley (ed.) Morgan Kaufman

D.H. Ackley "An empirical study of bit vector function optimization" in
Genetic Algorithms and Simulated Annealing, L. Davis (ed.) Morgan
Kaufman (1987)

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From: frost@sdsc.edu (Richard Frost)
Newsgroups: sci.math.num-analysis
Subject: Re: function minimization references
Date: 17 Dec 1992 18:07:36 GMT
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