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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Spall, J.C. Hill, S.D. Stark, D.R. |
| Copyright Year | 2005 |
| Description | Author affiliation: Appl. Phys. Lab., Johns Hopkins Univ., Laurel, MD, USA (Spall, J.C.; Hill, S.D.; Stark, D.R.) |
| Abstract | This paper establishes a framework for formal comparisons of several leading optimization algorithms, establishing guidance to practitioners for when to use or not use a particular method. The focus in this paper is four general algorithm forms: random search, simultaneous perturbation stochastic approximation, simulated annealing, and evolution strategies. We summarize the available theoretical results on rates of convergence for the four algorithm forms and then use the theoretical results to draw some preliminary conclusions on the relative efficiency. Our aim is to contribute towards sorting out some of the competing claims of efficiency and to suggest a structure for comparison that is more general and transferable than the usual problem-specific numerical studies. |
| Sponsorship | American Automatic Control Council |
| Starting Page | 1545 |
| Ending Page | 1550 |
| File Size | 272940 |
| Page Count | 6 |
| File Format | |
| ISBN | 0780390989 |
| ISSN | 07431619 |
| e-ISBN | 0780390997 |
| DOI | 10.1109/ACC.2005.1470187 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2005-06-08 |
| Publisher Place | USA |
| Access Restriction | Subscribed |
| Rights Holder | American Automatic Control Council(AACC) |
| Subject Keyword | Stochastic processes Convergence Algorithm design and analysis Performance analysis Approximation algorithms Physics Laboratories Search methods Recursive estimation Yield estimation |
| Content Type | Text |
| Resource Type | Article |
| Subject | Electrical and Electronic Engineering |
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