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ASOC: An Adaptive Parameter-free Stochastic Optimization Techinique for Continuous Variables

2015-06-26 · Jayanta Basak

Stochastic optimization is an important task in many optimization problems where the tasks are not expressible as convex optimization problems. In the case of non-convex optimization problems, various different stochastic algorithms like simulated annealing, evolutionary algorithms, and tabu search are available. Most of these algorithms require user-defined parameters specific to the problem in order to find out the optimal solution. Moreover, in many situations, iterative fine-tunings are required for the user-defined parameters, and therefore these algorithms cannot adapt if the search space and the optima changes over time. In this paper we propose an \underline{a}daptive parameter-free \underline{s}tochastic \underline{o}ptimization technique for \underline{c}ontinuous random variables called ASOC.

📄 PDF Abstract BibTeX arXiv:1506.08004

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Evolutionary AlgorithmsStochastic Optimization

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