• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail - Request a copy

Particle algorithms for optimization on binary spaces

Schäfer, Christian (2013), Particle algorithms for optimization on binary spaces, ACM Transactions on Modeling and Computer Simulation, 23, 1. http://dx.doi.org/10.1145/2414416.2414424

Type
Article accepté pour publication ou publié
Date
2013
Journal name
ACM Transactions on Modeling and Computer Simulation
Volume
23
Number
1
Publisher
ACM
Publication identifier
http://dx.doi.org/10.1145/2414416.2414424
Metadata
Show full item record
Author(s)
Schäfer, Christian
Abstract (EN)
We propose a general sequential Monte Carlo approach for optimization of pseudo-Boolean objective functions. There are three aspects we particularly address in this work. First, we give a unified approach to stochastic optimization based on sequential Monte Carlo techniques, including the cross-entropy method and simulated annealing as special cases. Secondly, we point out the need for auxiliary sampling distributions, that is parametric families on binary spaces, which are able to reproduce complex dependency structures. We discuss some known and novel binary parametric families and illustrate their usefulness in our numerical experiments. Finally, we provide numerical evidence that particle-driven optimization algorithms yield superior results on strongly multimodal optimization problems while local search heuristics outperform them on easier problems.
Subjects / Keywords
Sequential Monte Carlo; Cross-entropy method; Simulated annealing; Binary parametric families; Unconstrained binary optimization
JEL
C15 - Statistical Simulation Methods: General

Related items

Showing items related by title and author.

  • Thumbnail
    Parametric families on large binary spaces 
    Schäfer, Christian (2011-02) Document de travail / Working paper
  • Thumbnail
    Adaptive Monte Carlo on multivariate binary sampling spaces 
    Schäfer, Christian; Chopin, Nicolas (2011) Article accepté pour publication ou publié
  • Thumbnail
    Sequential Monte Carlo on large binary sampling spaces 
    Schäfer, Christian; Chopin, Nicolas (2013) Article accepté pour publication ou publié
  • Thumbnail
    Monte Carlo methods for sampling high-dimensional binary vectors 
    Schäfer, Christian (2012-11) Thèse
  • Thumbnail
    The logistic conditionals binary family 
    Schäfer, Christian (2011) Document de travail / Working paper
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo