Stochastic Optimization

Theory Overview of Stochastic Optimization Algorithms.- General Remarks.- Exact Optimization Algorithms for Simple Problems.- Exact Optimization Algorithms for Complex Problems.- Monte Carlo.- Overview of Optimization Heuristics.- Implementation of Constraints.- Parallelization Strategies.- Construction Heuristics.- Markovian Improvement Heuristics.- Local Search.- Ruin & Recreate.- Simulated Annealing.- Threshold Accepting and Other Algorithms Related to Simulated Annealing.- Changing the Energy Landscape.- Estimation of Expectation Values.- Cooling Techniques.- Estimation of Calculation Time Needed.- Weakening the Pure Markovian Approach.- Neural Networks.- Genetic Algorithms and Evolution Strategies.- Optimization Algorithms Inspired by Social Animals.- Optimization Algorithms Based on Multiagent Systems.- Tabu Search.- Histogram Algorithms.- Searching for Backbones.- Applications.- General Remarks.- The Traveling Salesman Problem.- The Traveling Salesman Problem.- Extensions of Traveling Salesman Problem.- Application of Construction Heuristics to TSP.- Local Search Concepts Applied to TSP.- Next Larger Moves Applied to TSP.- Ruin & Recreate Applied to TSP.- Application of Simulated Annealing to TSP.- Dependencies of SA Results on Moves and Cooling Process.- Application to TSP of Algorithms Related to Simulated Annealing.- Application of Search Space Smoothing to TSP.- Further Techniques Changing the Energy Landscape of a TSP.- Application of Neural Networks to TSP.- Application of Genetic Algorithms to TSP.- Social Animal Algorithms Applied to TSP.- Simulated Trading Applied to TSP.- Tabu Search Applied to TSP.- Application of History Algorithms to TSP.- Application of Searching for Backbones to TSP.- Simulating Various Types of Government with Searching for Backbones.- The Constraint Satisfaction Problem.- The Constraint Satisfaction Problem.- Construction Heuristics for CSP.- Random Local Iterative Search Heuristics.- Belief Propagation and Survey

Johannes Schneider OFM, Dr. theol., geb. 1956 in Schwaz / Tirol, trat 1977 in den Franziskanerorden ein. 1982 folgte die Priesterweihe. Er absolvierte ein Studium der Franziskanischen Spiritualität in New York und der Spirituellen Theologie in Rom. Seither ist er in der Franziskanerprovinz Austria und in Salzburg in Seelsorge und Franziskanischer Forschung tätig.

From the reviews:



"The book is devoted to stochastic global optimization methods. ... The book is primarily addressed to scientists and students from the physical and engineering sciences but may also be useful to a larger community interested in stochastic methods of global optimization." (A. H. Zilinskas, Mathematical Reviews, Issue 2007 i)

"This book provides a rich collection of stochastic optimization algorithms and heuristics that cope with optimization issues. ... In summary, this is a good book on stochastic optimization. It is important book of any engineering library or laboratory. In my opinion, this book may be used as a quick reference for sophisticated scholars, or as an introductory book for students who are interested in an overview of the state-of-the-art mechanisms in this field." (Wei Yen, Computing Reviews, December, 2007)

"This book presents a compendium of Stochastic Optimisation concerned with the use of heuristics mainly including Markov Chain Monte Carlo methods. It is divided into 3 parts. ... 216 references are listed. They cover the main existing results in the theme. I consider that an outstanding feature of the book is its successful synthesis of giving in an 'altogether' curve information needed for being comfortable with the realms of heuristic algorithms. I warmly recommended it for specialists working in optimization." (Carlos Narciso Bouza Herrera, Zentralblatt MATH, Vol. 1116 (18), 2007)