The method of conjugate gradients provides a very effective way to optimize large, deterministic systems by gradient descent. In its standard form, however, it is not amenable to ...
We study approximations of optimization problems with probabilistic constraints in which the original distribution of the underlying random vector is replaced with an empirical dis...
Simulated annealing (SA) and deterministic continuation are well-known generic approaches to global optimization. Deterministic continuation is computationally attractive but produ...
A general-purpose, simulation-based algorithm S-ACO for solving stochastic combinatorial optimization problems by means of the ant colony optimization (ACO) paradigm is investigate...
The success of stochastic algorithms is often due to their ability to effectively amplify the performance of search heuristics. This is certainly the case with stochastic sampling ...