Stochastic Optimization

Authors:

ISBN: 978-3-540-34559-6 (Print) 978-3-540-34560-2 (Online)

Table of contents (50 chapters)

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  1. Front Matter

    Pages I-XVI

  2. Theory Overview of Stochastic Optimization Algorithms

    1. Front Matter

      Pages 1-1

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      Pages 3-7

      General Remarks

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      Pages 9-13

      Exact Optimization Algorithms for Simple Problems

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      Pages 15-29

      Exact Optimization Algorithms for Complex Problems

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      Pages 31-42

      Monte Carlo

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      Pages 43-47

      Overview of Optimization Heuristics

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      Pages 49-51

      Implementation of Constraints

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      Pages 53-57

      Parallelization Strategies

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      Pages 59-61

      Construction Heuristics

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      Pages 63-67

      Markovian Improvement Heuristics

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      Pages 69-72

      Local Search

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      Pages 73-77

      Ruin & Recreate

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      Pages 79-88

      Simulated Annealing

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      Pages 89-102

      Threshold Accepting and Other Algorithms Related to Simulated Annealing

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      Pages 103-113

      Changing the Energy Landscape

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      Pages 115-118

      Estimation of Expectation Values

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      Pages 119-134

      Cooling Techniques

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      Pages 135-136

      Estimation of Calculation Time Needed

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      Pages 137-141

      Weakening the Pure Markovian Approach

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      Pages 143-156

      Neural Networks

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      Book Chapter

      Pages 157-168

      Genetic Algorithms and Evolution Strategies

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