stochastic algorithms – Optimization Online

Random Multi-Constraint Projection: Stochastic Gradient Methods for Convex Optimization with Many Constraints

Published: 2015/11/10, Updated: 2017/04/13

Convex and Nonsmooth Optimization convex optimization, random projection, stochastic algorithms, stochastic gradient

Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex sets. We propose a class of algorithms that perform both stochastic gradient descent and random feasibility … Read more

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

Published: 2002/06/12, Updated: 2003/10/07

Marco Locatelli

Fabio Schoen

Chemical Engineering, Stochastic Approaches basin hopping, global optimization, lennard-jones clusters, molecular conformation, multistart, stochastic algorithms

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