Displaying similar documents to “Variationally-derived limited-memory methods for unconstrained optimization”

The Mean-Variance-CVaR model for Portfolio Optimization Modeling using a Multi-Objective Approach Based on a Hybrid Method

R. Aboulaich, R. Ellaia, S. El Moumen (2010)

Mathematical Modelling of Natural Phenomena

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In this paper we present a new hybrid method, called SASP method. We propose the hybridization of two methods, the simulated annealing (SA), which belong to the class of global optimization based on the principles of thermodynamics, and the descent method were we estimate the gradient using the simultaneous perturbation. This hybrid method gives better results. We use the Normal Boundary Intersection approach (NBI) based on the SASP method...

État de l'art des méthodes “d'optimisation globale”

Gérard Berthiau, Patrick Siarry (2010)

RAIRO - Operations Research

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We present a review of the main “global optimization" methods. The paper comprises one introduction and two parts. In the introduction, we recall some generalities about non linear constraint-less optimization and we list some classifications which have been proposed for the global optimization methods. We then describe, in the first part, various “classical" global optimization methods, most of which available long before the appearance of Simulated Annealing (a key event in this...