A tabu search Hooke and Jeeves algorithm for unconstrained optimization

Article Abstract:

A new algorithm for global optimization can yield promising and efficient results, considering that it never failed in seeking for global minimum in all tested problems. The algorithm is considered hybrid since search directions are produced by adopting a tabu search approach and used in an optimization algorithm. The optimization technique of Hooke and Jeeves in which directions are produced randomly ia used by the new algorithm.

Evaluation, Sequential analysis

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Simulated annealing for discrete optimization with estimation

Article Abstract:

A study was conducted to extend the basic convergence results for the Simulated Annealing algorithm to a stochastic optimization problem where the objective function is stochastic and can be examined through Monte Carlo simulation. A modified simulated annealing algorithm that can converge in probability to a global optimizer was developed. Results indicated a number of complexities in the application of convergence properties.

Research, Markov processes, Stochastic processes, Monte Carlo method, Monte Carlo methods

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A modified Hooke and Jeeves algorithm with likelihood ratio performance extrapolation for simulation optimization

Article Abstract:

A study uses simulation optimization to evaluate the Hooke and Jeeves algorithm in non-linear functions. A computational analysis is done in the study.

Kuwait

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