Stochastic optimization: 29 tables
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Format: | Buch |
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Berlin [u.a.]
Springer
2006
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Schriftenreihe: | Scientific computation
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Online-Zugang: | Inhaltstext Inhaltsverzeichnis |
Beschreibung: | Literaturverz. S. 551 - 561 |
Beschreibung: | XVI, 565 S. Ill., graph. Darst., Kt. |
ISBN: | 9783540345596 3540345590 |
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100 | 1 | |a Schneider, Johannes Josef |d 1971- |e Verfasser |0 (DE-588)121521745 |4 aut | |
245 | 1 | 0 | |a Stochastic optimization |b 29 tables |c Johannes J. Schneider ; Scott Kirkpatrick |
264 | 1 | |a Berlin [u.a.] |b Springer |c 2006 | |
300 | |a XVI, 565 S. |b Ill., graph. Darst., Kt. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 0 | |a Scientific computation | |
500 | |a Literaturverz. S. 551 - 561 | ||
650 | 4 | |a Optimisation mathématique | |
650 | 4 | |a Processus stochastiques | |
650 | 4 | |a Mathematical optimization | |
650 | 4 | |a Stochastic processes | |
650 | 0 | 7 | |a Stochastische Optimierung |0 (DE-588)4057625-5 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Computerarithmetik |0 (DE-588)4135485-0 |2 gnd |9 rswk-swf |
689 | 0 | 0 | |a Stochastische Optimierung |0 (DE-588)4057625-5 |D s |
689 | 0 | 1 | |a Computerarithmetik |0 (DE-588)4135485-0 |D s |
689 | 0 | |5 DE-604 | |
700 | 1 | |a Kirkpatrick, Scott |e Verfasser |4 aut | |
856 | 4 | 2 | |q text/html |u http://deposit.dnb.de/cgi-bin/dokserv?id=2803610&prov=M&dok_var=1&dok_ext=htm |3 Inhaltstext |
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adam_text | Contents
Part I Theory
Overview of Stochastic Optimization Algorithms
0
General Remarks
......................................... 3
0.1
Why Optimize Things?
.................................. 3
0.2
Moral Aspects of Optimization
........................... 4
0.3
How To Think About It
................................. 5
0.4
Minima, Maxima, and
Extrema
.......................... 6
0.5
What Is So Hard About Optimization?
.................... 6
0.6
Algorithms, Heuristics, Metaheuristics
.................... 7
1
Exact Optimization Algorithms for Simple Problems
..... 9
1.1
A Simple Example
—
Exact Optimization in One Dimension
.. 9
1.2
Newton-Raphson Method
............................... 10
1.3
Descent Methods in More Than One Dimension
............ 12
1.4
Conjugate Gradients
.................................... 13
2
Exact Optimization Algorithms for Complex Problems
... 15
2.1
Simplex Algorithm
..................................... 15
2.2
Integer Optimization
.................................... 20
2.3
Branch
&
Bound
....................................... 21
2.4
Branch
&
Cut
.......................................... 24
3
Monte Carlo
.............................................. 31
3.1
Pseudorandom Numbers
................................. 31
3.2
Random Number Generation and Random Number Tests
.... 32
3.3
Transformation of Random Numbers
...................... 37
3.4
Example: Calculation of
π
with
MC ...................... 42
4
Overview of Optimization Heuristics
...................... 43
4.1
Necessity of Heuristics
.................................. 43
4.2
Construction Heuristics
................................. 44
4.3
Markovian Improvement Heuristics
....................... 45
4.4
Set-Based Improvement Heuristics
........................ 46
X
Contents
5 Implementation
of Constraints
............................ 49
5.1
Moves, Constraints, Deadlines
............................ 49
5.2
Incorporation into the Configurations
..................... 49
5.3
Consideration of Feasible Solutions Only
.................. 50
5.4
Penalty Functions
...................................... 50
6
Parallelization Strategies
................................. 53
6.1
Parallelization Models and Computer Architectures
......... 53
6.2
Running Several Copies
................................. 54
6.3
Divide et Impera.......................................
54
6.4
Information Exchange
................................... 56
7
Construction Heuristics
................................... 59
7.1
General Outline of Construction Heuristics
................ 59
7.2
Insertion Heuristics
..................................... 60
7.3
Savings Heuristics
...................................... 61
7.4
More Intelligent Ways of Construction
.................... 61
8
Markovian Improvement Heuristics
....................... 63
8.1
Constructing a Markov Chain
............................ 63
8.2
Trivial Acceptance Functions
............................ 64
8.3
Introduction of a Control Parameter
...................... 65
8.4
Heat Bath Approach
.................................... 66
9
Local Search
.............................................. 69
9.1
Classic Local Search Approach
........................... 69
9.2
Problems of the Local Search Approach
................... 70
9.3
Larger Moves
.......................................... 70
9.4
Jumping Between Different Move Sizes
.................... 71
10
Ruin L· Recreate
......................................... 73
10.1
The Philosophy of Building One s Own Castle
............. 73
10.2
Outline of Approach
.................................... 73
10.3
Discussion of Ruin
&
Recreate
........................... 76
10.4
Ruin
h
Recreate as a Self-Contained Optimization Algorithm
77
11
Simulated Annealing
...................................... 79
11.1
Physical and Historical Background
....................... 79
11.2
Derivation of Simulated Annealing
........................ 81
11.3
Thermal Expectation Values
............................. 85
11.4
Inverse Simulated Annealing
............................. 88
12
Threshold Accepting and Other Algorithms Related
to Simulated Annealing
................................... 89
12.1
Threshold Accepting
.................................... 89
Contents
XI
12.2
The Steady-State Equilibrium Characteristics of
TA
........ 91
12.3
Methods Based on the Tsallis Statistics
................... 96
12.4
The Great Deluge Algorithm
.............................100
13
Changing the Energy Landscape
..........................103
13.1
Search Space Smoothing
.................................103
13.2
Ant Lion Heuristics and Activation Relaxation Technique.
.. . 108
13.3
Noising or Permutation of System Parts
...................
Ill
13.4
Weight Annealing
......................................112
14
Estimation of Expectation Values
.........................115
14.1
Simple Sampling
.......................................115
14.2
Biased Sampling
.......................................115
14.3
Importance Sampling
...................................116
14.4
Parallel Sampling
.......................................117
15
Cooling Techniques
.......................................119
15.1
Standard Cooling Schedules
..............................119
15.2
Nonmonotonic Cooling Schedules
.........................122
15.3
Ensemble Based Schedules
...............................126
15.4
Simulated Tempering and Parallel Tempering
..............130
16
Estimation of Calculation Time Needed
..................135
16.1
Exponentially Growing Space Size
........................135
16.2
Polynomial Approach
...................................135
16.3
Grest Hypothesis
.......................................135
17
Weakening the Pure Markovian Approach
................137
17.1
Saving the Best-So-Far Solution
and
Spinoffs
at Good Solutions
...........................137
17.2
Record-to-Record Travel
................................138
17.3
Stochastic Tunneling
....................................139
17.4
Changing the Cooling Schedule Due to Intermediate Results
. 139
18
Neural Networks
.........................................143
18.1
Biological Motivation
...................................143
18.2
Artificial Neural Networks
...............................145
18.3
The Hopfield Model
....................................149
18.4
Kohonen Networks
.....................................154
19
Genetic Algorithms and Evolution Strategies
............. 157
19.1
Charles Darwin s Natural Selection
....................... 157
19.2
Mutations and Crossovers
............................... 158
19.3
Application to Optimization Problems
.................... 161
19.4
РагаБеї
Applications
.................................... 166
XII Contents
20
Optimization Algorithms Inspired by Social Animals
..... 169
20.1
Inspiration by the Behavior of Animals
.................... 169
20.2
Ant Colony Optimization
................................ 169
20.3
Particle Swarm Optimization
............................ 171
20.4
Fighting and Ranking
................................... 172
21
Optimization Algorithms Based on Multiagent Systems.
.. 175
21.1
Motivation
............................................ 175
21.2
Simulated Trading
...................................... 176
21.3
Selfish vs. Global Optimization
........................... 178
21.4
Introduction of a Social Temperature
..................... 179
22
Tabu Search
.............................................. 181
22.1
Tabu
................................................. 181
22.2
Use of Memory
......................................... 182
22.3
Aspiration
............................................. 183
22.4
Intensification and Diversification
......................... 183
23
Histogram Algorithms
.................................... 185
23.1
Guided Local Search
.................................... 185
23.2
Multicanonical Algorithm
............................... 186
23.3
MUCAREM and REMUCA
............................. 192
23.4
Multicanonical Annealing
................................ 192
24
Searching for Backbones
.................................. 193
24.1
Comparing Different Good Solutions
...................... 193
24.2
Determining the Backbone
............................... 194
24.3
Outline of the
SFB
Algorithm
............................ 195
24.4
Discussion of the Algorithm
.............................. 196
Part II Applications
0
General Remarks
.........................................201
0.1
Dealing with a Proposed Optimization Problem
............201
0.2
Programming Languages and Parallelization Libraries
.......202
0.3
Optimization Libraries
..................................204
0.4
Difficulty of Comparing Various Algorithms
................205
Applications A
The Traveling Salesman Problem
1
The Traveling Salesman Problem
.........................211
1.1
The Task of the Traveling Salesman
......................211
1.2
Distance Metrics
.......................................211
Contents XIII
1.3
The Dijkstra
Algorithm
.................................212
1.4
Various Possible Codings
................................215
1.5
Four Approaches to the TSP
.............................218
1.6
Benchmark Instances
...................................219
1.7
Bounds for the Optimum Solution
........................223
1.8
The Misfit: A Frustration Measure
........................225
1.9
Order Parameters for the TSP
...........................226
1.10
Short History of TSP
...................................229
2
Extensions of Traveling Salesman Problem
................233
2.1
Temporal Constraints
...................................233
2.2
Vehicle Routing Problems
...............................234
2.3
Probabilistic Models and Online Optimization
.............239
2.4
Supply Chain Management
..............................240
3
Application of Construction Heuristics to TSP
...........243
3.1
Nearest Neighbor Heuristic
..............................243
3.2
Insertion Heuristics
.....................................246
3.3
Using Deeper Insight into the Problem
....................251
3.4
The Savings Heuristic
...................................255
4
Local Search Concepts Applied to TSP
...................263
4.1
Initialization Routine
...................................263
4.2
Small Moves
...........................................265
4.3
Computational Results for Greedy Algorithm
..............269
4.4
Local Search as Afterburner for Construction Heuristics
.....272
5
Next Larger Moves Applied to TSP
......................275
5.1 Lin-3-Opts.............................................275
5.2
Higher-Order Lin-ra-Opts
................................277
5.3
Computational Results for the Greedy Algorithm
...........283
5.4
Combination of Moves of Various Sizes
....................285
6
Ruin
&
Recreate Applied to TSP
.........................287
6.1
Application of Ruin
&
Recreate
..........................287
6.2
Analysis of
R
&
R
Moves in RW and
GRE
Modes
..........290
6.3
Ruin
&
Recreate as Self-Contained Algorithm
..............294
6.4
Discussion of Application Possibilities of Ruin
&
Recreate
... 296
7
Application of Simulated Annealing to TSP
..............299
7.1
Simulated Annealing for the TSP
.........................299
7.2
Computational Results for
Observables
of Interest
..........302
7.3
Computational Results for Acceptance Rates
...............306
7.4
Quality of the Results Achieved with Various Computing
Times
.................................................310
XIV Contents
8
Dependencies of
SA
Results on Moves
and Cooling Process
......................................315
8.1
Results for Various Small Moves
..........................315
8.2
Results for Monotonous Cooling Schedules
.................318
8.3
Results for Bouncing
....................................324
8.4
Results for Parallel Tempering
...........................334
9
Application to TSP of Algorithms Related
to Simulated Annealing
...................................341
9.1
Computational Results for Threshold Accepting
............341
9.2
Computational Results for
Penna
Criterion
................347
9.3
Computational Results for Great Deluge Algorithm
.........350
9.4
Computational Results for Record-to-Record Travel
.........359
10
Application of Search Space Smoothing to TSP
...........367
10.1
A Small Toy Problem
...................................367
10.2
Gu and Huang Approach
................................369
10.3
Effect of Numerical Precision on Smoothing
................383
10.4
Smoothing with Finite Numerical Precision Only
...........386
11
Further Techniques Changing the Energy Landscape
of a TSP
..................................................389
11.1
The Convex-Concave Approach to Search Space Smoothing
. 389
11.2
Noising the System
.....................................397
11.3
Weight Annealing
......................................399
11.4
Final Remarks on Application of Changing Techniques
......403
12
Application of Neural Networks to TSP
..................405
12.1
Application of a Hopfield Network
........................405
12.2
Computational Results for the Hopfield Network
...........407
12.3
Application of a Kohonen Network
.......................408
12.4
Computational Results for a Kohonen Network
.............409
13
Application of Genetic Algorithms to TSP
................415
13.1
Mutations
.............................................415
13.2
Crossovers
.............................................416
13.3
Natural Selection
.......................................419
13.4
Computational Results
..................................420
14
Social Animal Algorithms Applied to TSP
................423
14.1
Application of Ant Colony Optimization
...................423
14.2
Computational Results
..................................426
14.3
Application of Bird Flock Model
.........................428
14.4
Computational Results
..................................429
Contents
XV
15
Simulated Trading Applied to TSP
.......................431
15.1
Application of Simulated Trading to the TSP
..............431
15.2
Computational Results
..................................435
15.3
Discussion of Simulated Trading
..........................438
15.4
Simulated Trading and Working
..........................438
16
Tabu Search Applied to TSP
.............................441
16.1
Definition of a Tabu List
................................441
16.2
Introduction of Short-Term Memory
......................444
16.3
Adding some Aspiration
.................................445
16.4
Adding Intensification and Diversification
.................445
17
Application of History Algorithms to TSP
................449
17.1
The Multicanonical Algorithm
...........................449
17.2
Multicanonical Annealing
................................452
17.3
Acceptance Simulated Annealing
.........................455
17.4
Guided Local Search
....................................464
18
Application of Searching for Backbones to TSP
...........471
18.1
Definition of a Backbone
................................471
18.2
Application to the Completely Asymmetric TSP
............475
18.3
Application to Partially Asymmetric TSP
.................477
18.4
Computational Results
..................................478
19
Simulating Various Types of Government
with Searching for Backbones
.............................489
19.1
An Aristocratic Approach
...............................489
19.2
A Democratic Approach
.................................491
19.3
Solution of the PCB442 Problem
.........................492
19.4
Can Humans Do This, Too?
.............................496
Applications
В
The Constraint Satisfaction Problem
20
The Constraint Satisfaction Problem
.....................501
20.1
Sources of Constraint Satisfaction Problems
................501
20.2
Benchmarks and Competitions
...........................503
20.3
Randomly Generated Models and Their Complexity
........504
20.4
Randomly Generated Models and Their Phase Diagrams
.... 506
20.5
Mixtures of easy and hard CSPs
..........................510
XVI Contents
21
Construction
Heuristics for CSP
..........................513
21.1
Application of the Bestinsertion Heuristic to the 3-SAT
Problem
...............................................513
21.2
Assertion, Decimation, and Resolution
....................517
21.3
Analyzable Assertion Protocols
...........................517
21.4
Solution Space Structure of XOR-SAT
....................519
22
Random Local Iterative Search Heuristics
................523
22.1
RWalkSAT
............................................523
22.2
WalkSAT
..............................................524
22.3
Simulated Annealing
....................................526
23
Belief Propagation and Survey Propagation
...............529
23.1
Belief Propagation, Message Passing, and Cavities
..........529
23.2
Message Passing as Side Information for Decimation
........531
23.3
Belief Propagation and Sudoku
...........................534
Part III Outlook
24
Future Outlook of Optimization Business
.................539
24.1
V
=
ΛίΡ?
.............................................539
24.2
Quantum Computing
...................................540
24.3 DNA
Computing
.......................................541
24.4
How Will the Problems Evolve?
..........................544
Acknowledgments
............................................547
References
....................................................551
Index
.........................................................563
|
adam_txt |
Contents
Part I Theory
Overview of Stochastic Optimization Algorithms
0
General Remarks
. 3
0.1
Why Optimize Things?
. 3
0.2
Moral Aspects of Optimization
. 4
0.3
How To Think About It
. 5
0.4
Minima, Maxima, and
Extrema
. 6
0.5
What Is So Hard About Optimization?
. 6
0.6
Algorithms, Heuristics, Metaheuristics
. 7
1
Exact Optimization Algorithms for Simple Problems
. 9
1.1
A Simple Example
—
Exact Optimization in One Dimension
. 9
1.2
Newton-Raphson Method
. 10
1.3
Descent Methods in More Than One Dimension
. 12
1.4
Conjugate Gradients
. 13
2
Exact Optimization Algorithms for Complex Problems
. 15
2.1
Simplex Algorithm
. 15
2.2
Integer Optimization
. 20
2.3
Branch
&
Bound
. 21
2.4
Branch
&
Cut
. 24
3
Monte Carlo
. 31
3.1
Pseudorandom Numbers
. 31
3.2
Random Number Generation and Random Number Tests
. 32
3.3
Transformation of Random Numbers
. 37
3.4
Example: Calculation of
π
with
MC . 42
4
Overview of Optimization Heuristics
. 43
4.1
Necessity of Heuristics
. 43
4.2
Construction Heuristics
. 44
4.3
Markovian Improvement Heuristics
. 45
4.4
Set-Based Improvement Heuristics
. 46
X
Contents
5 Implementation
of Constraints
. 49
5.1
Moves, Constraints, Deadlines
. 49
5.2
Incorporation into the Configurations
. 49
5.3
Consideration of Feasible Solutions Only
. 50
5.4
Penalty Functions
. 50
6
Parallelization Strategies
. 53
6.1
Parallelization Models and Computer Architectures
. 53
6.2
Running Several Copies
. 54
6.3
Divide et Impera.
54
6.4
Information Exchange
. 56
7
Construction Heuristics
. 59
7.1
General Outline of Construction Heuristics
. 59
7.2
Insertion Heuristics
. 60
7.3
Savings Heuristics
. 61
7.4
More Intelligent Ways of Construction
. 61
8
Markovian Improvement Heuristics
. 63
8.1
Constructing a Markov Chain
. 63
8.2
Trivial Acceptance Functions
. 64
8.3
Introduction of a Control Parameter
. 65
8.4
Heat Bath Approach
. 66
9
Local Search
. 69
9.1
Classic Local Search Approach
. 69
9.2
Problems of the Local Search Approach
. 70
9.3
Larger Moves
. 70
9.4
Jumping Between Different Move Sizes
. 71
10
Ruin L· Recreate
. 73
10.1
The Philosophy of Building One's Own Castle
. 73
10.2
Outline of Approach
. 73
10.3
Discussion of Ruin
&
Recreate
. 76
10.4
Ruin
h
Recreate as a Self-Contained Optimization Algorithm
77
11
Simulated Annealing
. 79
11.1
Physical and Historical Background
. 79
11.2
Derivation of Simulated Annealing
. 81
11.3
Thermal Expectation Values
. 85
11.4
Inverse Simulated Annealing
. 88
12
Threshold Accepting and Other Algorithms Related
to Simulated Annealing
. 89
12.1
Threshold Accepting
. 89
Contents
XI
12.2
The Steady-State Equilibrium Characteristics of
TA
. 91
12.3
Methods Based on the Tsallis Statistics
. 96
12.4
The Great Deluge Algorithm
.100
13
Changing the Energy Landscape
.103
13.1
Search Space Smoothing
.103
13.2
Ant Lion Heuristics and Activation Relaxation Technique.
. . 108
13.3
Noising or Permutation of System Parts
.
Ill
13.4
Weight Annealing
.112
14
Estimation of Expectation Values
.115
14.1
Simple Sampling
.115
14.2
Biased Sampling
.115
14.3
Importance Sampling
.116
14.4
Parallel Sampling
.117
15
Cooling Techniques
.119
15.1
Standard Cooling Schedules
.119
15.2
Nonmonotonic Cooling Schedules
.122
15.3
Ensemble Based Schedules
.126
15.4
Simulated Tempering and Parallel Tempering
.130
16
Estimation of Calculation Time Needed
.135
16.1
Exponentially Growing Space Size
.135
16.2
Polynomial Approach
.135
16.3
Grest Hypothesis
.135
17
Weakening the Pure Markovian Approach
.137
17.1
Saving the Best-So-Far Solution
and
Spinoffs
at Good Solutions
.137
17.2
Record-to-Record Travel
.138
17.3
Stochastic Tunneling
.139
17.4
Changing the Cooling Schedule Due to Intermediate Results
. 139
18
Neural Networks
.143
18.1
Biological Motivation
.143
18.2
Artificial Neural Networks
.145
18.3
The Hopfield Model
.149
18.4
Kohonen Networks
.154
19
Genetic Algorithms and Evolution Strategies
. 157
19.1
Charles Darwin's Natural Selection
. 157
19.2
Mutations and Crossovers
. 158
19.3
Application to Optimization Problems
. 161
19.4
РагаБеї
Applications
. 166
XII Contents
20
Optimization Algorithms Inspired by Social Animals
. 169
20.1
Inspiration by the Behavior of Animals
. 169
20.2
Ant Colony Optimization
. 169
20.3
Particle Swarm Optimization
. 171
20.4
Fighting and Ranking
. 172
21
Optimization Algorithms Based on Multiagent Systems.
. 175
21.1
Motivation
. 175
21.2
Simulated Trading
. 176
21.3
Selfish vs. Global Optimization
. 178
21.4
Introduction of a Social Temperature
. 179
22
Tabu Search
. 181
22.1
Tabu
. 181
22.2
Use of Memory
. 182
22.3
Aspiration
. 183
22.4
Intensification and Diversification
. 183
23
Histogram Algorithms
. 185
23.1
Guided Local Search
. 185
23.2
Multicanonical Algorithm
. 186
23.3
MUCAREM and REMUCA
. 192
23.4
Multicanonical Annealing
. 192
24
Searching for Backbones
. 193
24.1
Comparing Different Good Solutions
. 193
24.2
Determining the Backbone
. 194
24.3
Outline of the
SFB
Algorithm
. 195
24.4
Discussion of the Algorithm
. 196
Part II Applications
0
General Remarks
.201
0.1
Dealing with a Proposed Optimization Problem
.201
0.2
Programming Languages and Parallelization Libraries
.202
0.3
Optimization Libraries
.204
0.4
Difficulty of Comparing Various Algorithms
.205
Applications A
The Traveling Salesman Problem
1
The Traveling Salesman Problem
.211
1.1
The Task of the Traveling Salesman
.211
1.2
Distance Metrics
.211
Contents XIII
1.3
The Dijkstra
Algorithm
.212
1.4
Various Possible Codings
.215
1.5
Four Approaches to the TSP
.218
1.6
Benchmark Instances
.219
1.7
Bounds for the Optimum Solution
.223
1.8
The Misfit: A Frustration Measure
.225
1.9
Order Parameters for the TSP
.226
1.10
Short History of TSP
.229
2
Extensions of Traveling Salesman Problem
.233
2.1
Temporal Constraints
.233
2.2
Vehicle Routing Problems
.234
2.3
Probabilistic Models and Online Optimization
.239
2.4
Supply Chain Management
.240
3
Application of Construction Heuristics to TSP
.243
3.1
Nearest Neighbor Heuristic
.243
3.2
Insertion Heuristics
.246
3.3
Using Deeper Insight into the Problem
.251
3.4
The Savings Heuristic
.255
4
Local Search Concepts Applied to TSP
.263
4.1
Initialization Routine
.263
4.2
Small Moves
.265
4.3
Computational Results for Greedy Algorithm
.269
4.4
Local Search as Afterburner for Construction Heuristics
.272
5
Next Larger Moves Applied to TSP
.275
5.1 Lin-3-Opts.275
5.2
Higher-Order Lin-ra-Opts
.277
5.3
Computational Results for the Greedy Algorithm
.283
5.4
Combination of Moves of Various Sizes
.285
6
Ruin
&
Recreate Applied to TSP
.287
6.1
Application of Ruin
&
Recreate
.287
6.2
Analysis of
R
&
R
Moves in RW and
GRE
Modes
.290
6.3
Ruin
&
Recreate as Self-Contained Algorithm
.294
6.4
Discussion of Application Possibilities of Ruin
&
Recreate
. 296
7
Application of Simulated Annealing to TSP
.299
7.1
Simulated Annealing for the TSP
.299
7.2
Computational Results for
Observables
of Interest
.302
7.3
Computational Results for Acceptance Rates
.306
7.4
Quality of the Results Achieved with Various Computing
Times
.310
XIV Contents
8
Dependencies of
SA
Results on Moves
and Cooling Process
.315
8.1
Results for Various Small Moves
.315
8.2
Results for Monotonous Cooling Schedules
.318
8.3
Results for Bouncing
.324
8.4
Results for Parallel Tempering
.334
9
Application to TSP of Algorithms Related
to Simulated Annealing
.341
9.1
Computational Results for Threshold Accepting
.341
9.2
Computational Results for
Penna
Criterion
.347
9.3
Computational Results for Great Deluge Algorithm
.350
9.4
Computational Results for Record-to-Record Travel
.359
10
Application of Search Space Smoothing to TSP
.367
10.1
A Small Toy Problem
.367
10.2
Gu and Huang Approach
.369
10.3
Effect of Numerical Precision on Smoothing
.383
10.4
Smoothing with Finite Numerical Precision Only
.386
11
Further Techniques Changing the Energy Landscape
of a TSP
.389
11.1
The Convex-Concave Approach to Search Space Smoothing
. 389
11.2
Noising the System
.397
11.3
Weight Annealing
.399
11.4
Final Remarks on Application of Changing Techniques
.403
12
Application of Neural Networks to TSP
.405
12.1
Application of a Hopfield Network
.405
12.2
Computational Results for the Hopfield Network
.407
12.3
Application of a Kohonen Network
.408
12.4
Computational Results for a Kohonen Network
.409
13
Application of Genetic Algorithms to TSP
.415
13.1
Mutations
.415
13.2
Crossovers
.416
13.3
Natural Selection
.419
13.4
Computational Results
.420
14
Social Animal Algorithms Applied to TSP
.423
14.1
Application of Ant Colony Optimization
.423
14.2
Computational Results
.426
14.3
Application of Bird Flock Model
.428
14.4
Computational Results
.429
Contents
XV
15
Simulated Trading Applied to TSP
.431
15.1
Application of Simulated Trading to the TSP
.431
15.2
Computational Results
.435
15.3
Discussion of Simulated Trading
.438
15.4
Simulated Trading and Working
.438
16
Tabu Search Applied to TSP
.441
16.1
Definition of a Tabu List
.441
16.2
Introduction of Short-Term Memory
.444
16.3
Adding some Aspiration
.445
16.4
Adding Intensification and Diversification
.445
17
Application of History Algorithms to TSP
.449
17.1
The Multicanonical Algorithm
.449
17.2
Multicanonical Annealing
.452
17.3
Acceptance Simulated Annealing
.455
17.4
Guided Local Search
.464
18
Application of Searching for Backbones to TSP
.471
18.1
Definition of a Backbone
.471
18.2
Application to the Completely Asymmetric TSP
.475
18.3
Application to Partially Asymmetric TSP
.477
18.4
Computational Results
.478
19
Simulating Various Types of Government
with Searching for Backbones
.489
19.1
An Aristocratic Approach
.489
19.2
A Democratic Approach
.491
19.3
Solution of the PCB442 Problem
.492
19.4
Can Humans Do This, Too?
.496
Applications
В
The Constraint Satisfaction Problem
20
The Constraint Satisfaction Problem
.501
20.1
Sources of Constraint Satisfaction Problems
.501
20.2
Benchmarks and Competitions
.503
20.3
Randomly Generated Models and Their Complexity
.504
20.4
Randomly Generated Models and Their Phase Diagrams
. 506
20.5
Mixtures of easy and hard CSPs
.510
XVI Contents
21
Construction
Heuristics for CSP
.513
21.1
Application of the Bestinsertion Heuristic to the 3-SAT
Problem
.513
21.2
Assertion, Decimation, and Resolution
.517
21.3
Analyzable Assertion Protocols
.517
21.4
Solution Space Structure of XOR-SAT
.519
22
Random Local Iterative Search Heuristics
.523
22.1
RWalkSAT
.523
22.2
WalkSAT
.524
22.3
Simulated Annealing
.526
23
Belief Propagation and Survey Propagation
.529
23.1
Belief Propagation, Message Passing, and Cavities
.529
23.2
Message Passing as Side Information for Decimation
.531
23.3
Belief Propagation and Sudoku
.534
Part III Outlook
24
Future Outlook of Optimization Business
.539
24.1
V
=
ΛίΡ?
.539
24.2
Quantum Computing
.540
24.3 DNA
Computing
.541
24.4
How Will the Problems Evolve?
.544
Acknowledgments
.547
References
.551
Index
.563 |
any_adam_object | 1 |
any_adam_object_boolean | 1 |
author | Schneider, Johannes Josef 1971- Kirkpatrick, Scott |
author_GND | (DE-588)121521745 |
author_facet | Schneider, Johannes Josef 1971- Kirkpatrick, Scott |
author_role | aut aut |
author_sort | Schneider, Johannes Josef 1971- |
author_variant | j j s jj jjs s k sk |
building | Verbundindex |
bvnumber | BV022526840 |
callnumber-first | Q - Science |
callnumber-label | QA402 |
callnumber-raw | QA402.5 |
callnumber-search | QA402.5 |
callnumber-sort | QA 3402.5 |
callnumber-subject | QA - Mathematics |
classification_rvk | SK 870 SK 880 ST 134 |
classification_tum | MAT 914f |
ctrlnum | (OCoLC)76685674 (DE-599)BVBBV022526840 |
dewey-full | 519.62 519.6 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.62 519.6 |
dewey-search | 519.62 519.6 |
dewey-sort | 3519.62 |
dewey-tens | 510 - Mathematics |
discipline | Informatik Mathematik |
discipline_str_mv | Informatik Mathematik |
format | Book |
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id | DE-604.BV022526840 |
illustrated | Illustrated |
index_date | 2024-07-02T18:05:09Z |
indexdate | 2024-07-09T20:59:32Z |
institution | BVB |
isbn | 9783540345596 3540345590 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015733494 |
oclc_num | 76685674 |
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physical | XVI, 565 S. Ill., graph. Darst., Kt. |
publishDate | 2006 |
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publisher | Springer |
record_format | marc |
series2 | Scientific computation |
spelling | Schneider, Johannes Josef 1971- Verfasser (DE-588)121521745 aut Stochastic optimization 29 tables Johannes J. Schneider ; Scott Kirkpatrick Berlin [u.a.] Springer 2006 XVI, 565 S. Ill., graph. Darst., Kt. txt rdacontent n rdamedia nc rdacarrier Scientific computation Literaturverz. S. 551 - 561 Optimisation mathématique Processus stochastiques Mathematical optimization Stochastic processes Stochastische Optimierung (DE-588)4057625-5 gnd rswk-swf Computerarithmetik (DE-588)4135485-0 gnd rswk-swf Stochastische Optimierung (DE-588)4057625-5 s Computerarithmetik (DE-588)4135485-0 s DE-604 Kirkpatrick, Scott Verfasser aut text/html http://deposit.dnb.de/cgi-bin/dokserv?id=2803610&prov=M&dok_var=1&dok_ext=htm Inhaltstext Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015733494&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Schneider, Johannes Josef 1971- Kirkpatrick, Scott Stochastic optimization 29 tables Optimisation mathématique Processus stochastiques Mathematical optimization Stochastic processes Stochastische Optimierung (DE-588)4057625-5 gnd Computerarithmetik (DE-588)4135485-0 gnd |
subject_GND | (DE-588)4057625-5 (DE-588)4135485-0 |
title | Stochastic optimization 29 tables |
title_auth | Stochastic optimization 29 tables |
title_exact_search | Stochastic optimization 29 tables |
title_exact_search_txtP | Stochastic optimization 29 tables |
title_full | Stochastic optimization 29 tables Johannes J. Schneider ; Scott Kirkpatrick |
title_fullStr | Stochastic optimization 29 tables Johannes J. Schneider ; Scott Kirkpatrick |
title_full_unstemmed | Stochastic optimization 29 tables Johannes J. Schneider ; Scott Kirkpatrick |
title_short | Stochastic optimization |
title_sort | stochastic optimization 29 tables |
title_sub | 29 tables |
topic | Optimisation mathématique Processus stochastiques Mathematical optimization Stochastic processes Stochastische Optimierung (DE-588)4057625-5 gnd Computerarithmetik (DE-588)4135485-0 gnd |
topic_facet | Optimisation mathématique Processus stochastiques Mathematical optimization Stochastic processes Stochastische Optimierung Computerarithmetik |
url | http://deposit.dnb.de/cgi-bin/dokserv?id=2803610&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015733494&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT schneiderjohannesjosef stochasticoptimization29tables AT kirkpatrickscott stochasticoptimization29tables |