Stochastic Approaches

GRASP with path-relinking for the weighted maximum satisfiability problem

  • Paola Festa
  • Panos M. Pardalos
  • Mauricio G.C. Resende
  • Leonidas S. Pitsoulis
    • Categories Meta Heuristics, Stochastic Approaches Tags , , ,

    A GRASP with path-relinking for finding good-quality solutions of the weighted maximum satisfiability problem (MAX-SAT) is described in this paper. GRASP, or Greedy Randomized Adaptive Search Procedure, is a randomized multi-start metaheuristic, where at each iteration locally optimal solutions are constructed, each independent of the others. Previous experimental results indicate its effectiveness for solving weighted … Read more

    A Trust-Region Algorithm for Global Optimization

  • Bernardetta Addis
  • Sven Leyffer
    • Categories Stochastic Approaches Tags , ,

    We consider the global minimization of a bound-constrained function with a so-called funnel structure. We develop a two-phase procedure that uses sampling, local optimization, and Gaussian smoothing to construct a smooth model of the underlying funnel. The procedure is embedded in a trust-region framework that avoids the pitfalls of a fixed sampling radius. We present … Read more

    Gradient-Controlled, Typical-Distance Clustering for Global Optimization

  • Isaac Lagaris
  • I.G. Tsoulos
    • Categories Global Optimization, Stochastic Approaches Tags , ,

    We present a stochastic global optimization method that employs a clustering technique which is based on a typical distance and a gradient test. The method aims to recover all the local minima inside a rectangular domain. A new stopping rule is used. Comparative results on a set of test functions are reported. Citation Preprint, no … Read more

    Fuzzy Control of Stochastic Global Optimization Algorithms and Very Fast Simulated Reannealing

  • Hime Aguiar e Oliveira Jr.
    • Categories Stochastic Approaches

    This paper presents a fuzzy control approach for improving convergence time in stochastic global minimization algorithms .We show concrete results when the method is applied to an efficient algorithm based on ideas related to Simulated Annealing. Article Download View Fuzzy Control of Stochastic Global Optimization Algorithms and Very Fast Simulated Reannealing

    Local optima smoothing for global optimization

  • Bernardetta Addis
  • Marco Locatelli
  • Fabio Schoen
    • Categories Stochastic Approaches Tags , , , , ,

    It is widely believed that in order to solve large scale global optimization problems an appropriate mixture of local approximation and global exploration is necessary. Local approximation, if first order information on the objective function is available, is efficiently performed by means of local optimization methods. Unfortunately, global exploration, in absence of some kind of … Read more

    The global optimization of Morse clusters by potential energy transformations

  • Jon P. K. Doye
  • Marco Locatelli
  • Robert H. Leary
  • Fabio Schoen
    • Categories Basic Sciences Applications, Biomedical Applications, Stochastic Approaches

    The Morse potential is a simple model pair potential that has a single parameter $\rho$ which determines the width of the potential well and allows a wide variety of materials to be modelled. Morse clusters provide a particularly tough test system for global optimization algorithms, and one that is highly relevant to methods that are … Read more

    A randomized global optimization method for protein-protein docking

  • Bernardetta Addis
  • Fabio Schoen
    • Categories Biomedical Applications, Global Optimization Applications, Stochastic Approaches Tags , ,

    In this paper we report results on the problem of docking two large proteins by means of a two-phase monotonic basin hopping method. Given an appropriate force field which is used to measure the interaction energy between two biomolecules which are considered as rigid bodies, we used a randomized global optimization methods based upon the … Read more

    New global optima for Morse clusters at $\rho=8$

  • Marco Locatelli
  • Fabio Schoen
    • Categories Basic Sciences Applications, Stochastic Approaches Tags , ,

    We recently discovered 5 new putative globally optimum configurations for Morse clusters at $\rho=8$. This report contains some algorithmic details as well as the structures determined with our method. Citation Technical Report DSI 3-2003, Dipartimento di Sistemi e Informatica, Università degli Studi di Firenze, Firenze, 2003. Article Download View New global optima for Morse clusters … Read more

    Efficient Algorithms for Large Scale Global Optimization: Lennard-Jones clusters

  • Marco Locatelli
  • Fabio Schoen
    • Categories Chemical Engineering, Stochastic Approaches Tags , , , , ,

    A standard stochastic global optimization method is applied to the challenging problem of finding the minimum energy conformation of cluster of identical atoms interacting through the Lennard-Jones potential. The method proposed is based on the use of a two-phase local search procedure which is capable of significantly enlarge the basin of attraction of the global … Read more

    The Sample Average Approximation Method for Stochastic Programs with Integer Recourse

  • Shabbir Ahmed
  • Alexander Shapiro
    • Categories Integer Programming, Stochastic Approaches, Stochastic Programming Tags , , ,

    This paper develops a solution strategy for two-stage stochastic programs with integer recourse. The proposed methodology relies on approximating the underlying stochastic program via sampling, and solving the approximate problem via a specialized optimization algorithm. We show that the proposed scheme will produce an optimal solution to the true problem with probability approaching one exponentially … Read more