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Order from Chaos: A Sampling of Stochastic Optimization Algorithms
CreatorDavid Joiner
ContributorNone listed
PublisherShodor Education Foundation
DescriptionThis teaching module introduces stochastic approaches to finding optimum solutions for adequately defined systems. Because these approaches are intrinsically random, large numbers of random samples are typically required to find robust optima. This results in either long single simulation runs, or the need for multiple replicated simulations considered as an ensemble, or both. Monte Carlo, simulated annealing and genetic algorithm approaches to optimization are introduced in this module and applied to a few example problems, and parallelization strategies and their resulting performance gains are assessed.
FormatC, Word
SubjectPhysics, Computational Science, Computer Science, Mathematics, Complex Systems
KeywordMonte Carlo, Stochastic, Optimization, Random, Pseudo-random, Simulated annealing, Genetic algorithm
AudienceResearcher, Educator, Learner/Student, Professional/Practitioner