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Algorithms
Article . 2022 . Peer-reviewed
License: CC BY
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Algorithms
Article . 2022
Data sources: DOAJ
https://dx.doi.org/10.48550/ar...
Article . 2020
License: arXiv Non-Exclusive Distribution
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Article . 2020
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Non-Stationary Stochastic Global Optimization Algorithms

Authors: Jonatan Gómez; Carlos-Andres Rivera-Morales;

Non-Stationary Stochastic Global Optimization Algorithms

Abstract

Studying the theoretical properties of optimization algorithms such as genetic algorithms and evolutionary strategies allows us to determine when they are suitable for solving a particular type of optimization problem. Such a study consists of three main steps. The first step is considering such algorithms as Stochastic Global Optimization Algorithms (SGoals ), i.e., iterative algorithm that applies stochastic operations to a set of candidate solutions. The second step is to define a formal characterization of the iterative process in terms of measure theory and define some of such stochastic operations as stationary Markov kernels (defined in terms of transition probabilities that do not change over time). The third step is to characterize non-stationary SGoals, i.e., SGoals having stochastic operations with transition probabilities that may change over time. In this paper, we develop the third step of this study. First, we generalize the sufficient conditions convergence from stationary to non-stationary Markov processes. Second, we introduce the necessary theory to define kernels for arithmetic operations between measurable functions. Third, we develop Markov kernels for some selection and recombination schemes. Finally, we formalize the simulated annealing algorithm and evolutionary strategies using the systematic formal approach.

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Keywords

FOS: Computer and information sciences, Industrial engineering. Management engineering, Probability (math.PR), Computer Science - Neural and Evolutionary Computing, QA75.5-76.95, stochastic optimization, T55.4-60.8, convergence analysis, selection schemes, 68T20, 65K10, recombination schemes, Optimization and Control (math.OC), Electronic computers. Computer science, FOS: Mathematics, evolutionary strategies, simulated annealing, Neural and Evolutionary Computing (cs.NE), evolutionary algorithms, non-stationary markov kernel, Mathematics - Optimization and Control, Mathematics - Probability

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
Average
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