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Continuous Optimization and Modifications

  • Reuven Y. Rubinstein
  • Dirk P. Kroese
Part of the Information Science and Statistics book series (ISS)

Abstract

In this chapter we discuss how the CE method can be used for continuous multi-extremal optimization, and provide a number of modifications of the basic CE algorithm, applied to both combinatorial and continuous multiextremal optimization. Specific modifications include the use of alternative “reward/loss” functions (Section 5.2), and the formulation of a fully automated version of the CE algorithm (Section 5.3). This modified version allows automatic tuning of all the parameters of the CE algorithm. Numerical results for continuous multi-extremal optimization problems and the FACE modifications are given in Sections 5.4, and 5.5, respectively.

Keywords

Trigonometric Function Sample Performance Continuous Optimization Rosenbrock Function Smoothing Scheme 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • Reuven Y. Rubinstein
    • 1
  • Dirk P. Kroese
    • 2
  1. 1.Department of Industrial Engineering and ManagementTechnionTechnion City, HaifaIsrael
  2. 2.Department of MathematicsUniversity of QueenslandBrisbaneAustralia

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