Adaptive search with stochastic acceptance probabilities for global optimization

Operations Research Letters

Volumn 36, Issue 3, 2008, Pages 285-290

  Ghate, Archis ^a   Smith, Robert L ^b  

^a UNIVERSITY OF WASHINGTON   (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Markov chain Monte Carlo; Noisy objective functions; Simulated annealing

Indexed keywords

ALGORITHMS; GLOBAL OPTIMIZATION; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

ADAPTIVE SEARCH; NOISY OBJECTIVE FUNCTIONS;

ADAPTIVE SYSTEMS;

EID: 43049109164     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.orl.2007.10.005     Document Type: Article

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