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A survey of some model-based methods for global optimization

  • Jiaqiao Hu
  • , Yongqiang Wang
  • , Enlu Zhou
  • , Michael C. Fu
  • , Steven I. Marcus
  • University of Maryland, College Park
  • University of Illinois at Urbana-Champaign

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

37 Scopus citations

Abstract

We review some recent developments of a class of random search methods: model-based methods for global optimization problems. Probability models are used to guide the construction of candidate solutions in model-based methods, which makes them easy to implement and applicable to problems with little structure. We have developed various frameworks for model-based algorithms to guide the updating of probabilistic models and to facilitate convergence proofs. Specific methods covered in this survey include model reference adaptive search, a particle-filtering approach, an evolutionary games approach, and a stochastic approximation-based gradient approach.

Original languageEnglish
Title of host publicationSystems and Control
Subtitle of host publicationFoundations and Applications
PublisherBirkhauser
Pages157-179
Number of pages23
Edition9780817683368
DOIs
StatePublished - 2012

Publication series

NameSystems and Control: Foundations and Applications
Number9780817683368
ISSN (Print)2324-9749
ISSN (Electronic)2324-9757

Keywords

  • Candidate Solution
  • Evolutionary Game
  • Global Optimal Solution
  • Replicator Dynamic
  • Stochastic Approximation

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