Linearly Constrained Global Optimization and Stochastic Differential Equations

Proceeding of the fifteenth annual conference companion on Genetic and evolutionary computation conference companion - GECCO '13 Companion ◽

Biased random-key genetic algorithm for linearly-constrained global optimization

10.1145/2464576.2464617 ◽

2013 ◽

Cited By ~ 1

Author(s):

Ricardo Martins de Abreu Silva ◽

Mauricio G.C. Resende ◽

Panos M. Pardalos ◽

Joao L. Faco

Keyword(s):

Genetic Algorithm ◽

Global Optimization ◽

Convergence analysis of a global optimization algorithm using stochastic differential equations

Journal of Global Optimization ◽

10.1007/s10898-008-9397-4 ◽

2009 ◽

Vol 45 (1) ◽

pp. 95-110 ◽

Cited By ~ 7

Author(s):

Panos Parpas ◽

Berç Rustem

Keyword(s):

Global Optimization ◽

Differential Equations ◽

Convergence Analysis ◽

Optimization Algorithm ◽

Global Optimization Algorithm

Linearly constrained global optimization via piecewise-linear approximation

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2007.02.006 ◽

2008 ◽

Vol 214 (1) ◽

pp. 111-120 ◽

Cited By ~ 7

Author(s):

Hao Zhang ◽

Shuning Wang

Keyword(s):

Global Optimization ◽

Linear Approximation ◽

Piecewise Linear ◽

Piecewise Linear Approximation ◽

International Series in Operations Research & Management Science - Essays in Production, Project Planning and Scheduling ◽

Refined EM Method for Solving Linearly Constrained Global Optimization Problems

10.1007/978-1-4614-9056-2_4 ◽

2013 ◽

pp. 69-90

Author(s):

Lu Yu ◽

Shu-Cherng Fang

Keyword(s):

Global Optimization ◽

Optimization Problems ◽

Em Method ◽

Global optimization and stochastic differential equations

Journal of Optimization Theory and Applications ◽

10.1007/bf00941312 ◽

1985 ◽

Vol 47 (1) ◽

pp. 1-16 ◽

Cited By ~ 156

Author(s):

F. Aluffi-Pentini ◽

V. Parisi ◽

F. Zirilli

Keyword(s):

Global Optimization ◽

Differential Equations ◽

Stochastic Differential Equations

A global optimization algorithm using stochastic differential equations

ACM Transactions on Mathematical Software ◽

10.1145/50063.50064 ◽

1988 ◽

Vol 14 (4) ◽

pp. 345-365 ◽

Cited By ~ 21

Author(s):

Filippo Aluffi-Pentini ◽

Valerio Parisi ◽

Francesco Zirilli

Keyword(s):

Global Optimization ◽

Differential Equations ◽

Optimization Algorithm ◽

Global Optimization Algorithm

Linearly constrained global optimization: a general solution algorithm with applications

Applied Mathematics and Computation ◽

10.1016/s0096-3003(01)00289-2 ◽

2003 ◽

Vol 134 (2-3) ◽

pp. 345-361 ◽

Cited By ~ 3

Author(s):

Hossein Arsham ◽

Miro Gradisar ◽

Mojca Indihar Stemberger

Keyword(s):

Global Optimization ◽

General Solution ◽

Solution Algorithm ◽

Stochastic Differential Equations for Power Law Behaviors

10.21236/ada577839 ◽

2012 ◽

Author(s):

Bo Jiang ◽

Roger Brockett ◽

Weibo Gong ◽

Don Towsley

Keyword(s):

Differential Equations ◽

Power Law

Constrained Stochastic Differential Equations Driven by Fractional Brownian Motions: Stationarity and Parameter Estimation Problems

10.21236/ada591767 ◽

2013 ◽

Author(s):

Chihoon Lee

Keyword(s):

Parameter Estimation ◽

Differential Equations ◽

Brownian Motions ◽

Fractional Brownian Motions ◽

Estimation Problems

Method of Iterated Integrals for Solution of Stochastic Integrals with Applications to Monte Carlo Simulation of Stochastic Differential Equations.

SSRN Electronic Journal ◽

10.2139/ssrn.3133959 ◽

2018 ◽

Author(s):

Ahsan Amin

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Differential Equations ◽

Stochastic Integrals ◽

Iterated Integrals