Parallel and Interacting Stochastic Approximation Annealing algorithms for global optimisation
(2016)
Journal Article
Karagiannis, G., Konomi, B., Lin, G., & Liang, F. (2016). Parallel and Interacting Stochastic Approximation Annealing algorithms for global optimisation. Statistics and Computing, 27(4), 927-945. https://doi.org/10.1007/s11222-016-9663-0
We present the parallel and interacting stochastic approximation annealing (PISAA) algorithm, a stochastic simulation procedure for global optimisation, that extends and improves the stochastic approximation annealing (SAA) by using population Monte... Read More about Parallel and Interacting Stochastic Approximation Annealing algorithms for global optimisation.