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Splitting for optimization

delete2016-09-01
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OA
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Q
Qibin Duan *
D
Dirk P. Kroese
DOI:10.1016/j.cor.2016.04.015delete
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Abstract

Abstract

En 中文
The splitting method is a well-known method for rare-event simulation, where sample paths of a Markov process are split into multiple copies during the simulation, so as to make the occurrence of a rare event more frequent. Motivated by the splitting algorithm we introduce a novel global optimization method for continuous optimization that is both very fast and accurate. Numerical experiments demonstrate that the new splitting-based method outperforms known methods such as the differential evolution and artificial bee colony algorithms for many bench mark cases. (C) 2016 Elsevier Ltd. All rights reserved.
Keywords:
Evolutionary computation
Splitting method
Continuous optimization
Artificial bee colony
Differential evolution
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Journal

C
Computers and Operations Research
IF:
4.3
Papers:
6.5K
Citations:
1.8W

Organization

U
University of Queensland
Scholars:
5.0W
Papers: 5.1W
Citations: 9.2W