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Stochastic techniques for global optimization: A survey of recent advances

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Abstract

In this paper stochastic algorithms for global optimization are reviewed. After a brief introduction on random-search techniques, a more detailed analysis is carried out on the application of simulated annealing to continuous global optimization. The aim of such an analysis is mainly that of presenting recent papers on the subject, which have received only scarce attention in the most recent published surveys. Finally a very brief presentation of clustering techniques is given.

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  1. Dept. Information Sciences, University of Milano, via Moretto da Brescia, 9, I-20133, Milano, Italy

    Fabio Schoen

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  1. Fabio Schoen
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Schoen, F. Stochastic techniques for global optimization: A survey of recent advances. J Glob Optim 1, 207–228 (1991). https://doi.org/10.1007/BF00119932

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