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| Titel: |
Bayesian approach adapting stochastic and heuristic methods of global and discrete optimization |
| Auteur: |
Mockus, Audrius Mockus, Jonas Mockus, Linas |
| Verschenen in: |
Informatica |
| Paginering: | Jaargang 5 (2014) nr. 1-2 pagina's 123-166 |
| Jaar: |
2014-09-24 |
| Inhoud: |
We consider here the average deviation as the most important objective when designing numerical techniques and algorithms. We call that a Bayesian approach. We start by describing the Bayesian approach to the continuous global optimization. Then we show how to apply the results to the adaptation of parameters of randomized techniques of optimization. We assume that there exists a simple function which roughly predicts the consequences of decisions. We call it heuristics. We define the probability of a decision by a randomized decision function depending on heuristics. We fix this decision function, except for some parameters that we call the decision parameters. We repeat the randomized decision procedure several times given the decision parameters and regard the best outcome as a result. We optimize the decision parameters to make the search more efficient. Thus we replace the original optimization problem by an auxiliary problem of continuous stochastic optimization. We solve the auxiliary problem by the Bayesian methods of global optimization. Therefore we call the approach as the Bayesian one. We discuss the advantages and disadvantages of the Bayesian approach. We describe the applications to some of discrete programming problems, such as optimization of mixed Boolean bilinear functions including the scheduling of batch operations and the optimization of neural networks. |
| Uitgever: |
IOS Press |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
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