Posterior exploration based sequential Monte Carlo for global optimization
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DOI: 10.1007/s10898-017-0543-8
Abstract: We propose a global optimization algorithm based on the sequential Monte Carlo (SMC) sampling framework. In this framework, the objective function is normalized to be a probabilistic density function (pdf), based on which a sequence… read more here.
Keywords: posterior exploration; global optimization; monte carlo; based sequential ... See more keywords