Joseph, Ajin George ; Bhatnagar, Shalabh (2019) Stochastic Approximation Trackers for Model-Based Search In: 57th Annual Allerton Conference on Communication, Control, and Computing (Allerton), 24-27 Sept. 2019, Monticello, IL, USA.
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Official URL: http://doi.org/10.1109/ALLERTON.2019.8919816
Related URL: http://dx.doi.org/10.1109/ALLERTON.2019.8919816
Abstract
In this paper, we propose multi-timescale, sequential algorithms for deterministic optimization which can find high-quality solutions. The algorithms fundamentally track the well-known derivative-free model-based search methods in an efficient and resourceful manner with additional heuristics to accelerate the scheme. Our approaches exhibit competitive performance on a selected few global optimization benchmark problems.
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Source: | Copyright of this article belongs to Institute of Electrical and Electronics Engineers. |
| ID Code: | 116630 |
| Deposited On: | 12 Apr 2021 07:14 |
| Last Modified: | 12 Apr 2021 07:14 |
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