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Next: 3.4.1 Simulated Annealing Up: 3. Stochastics Previous: 3.3.5 Monte Carlo Method


3.4 Stochastic Optimization

Finding the global extremum of a function of many variables:
- Nonlinear fit to a set of table values
- improvement of complex electronic circuits (``travelling salesman problem'')
- find the most stable (i. e. lowest energy) configuration of microclusters or biopolymers.
- $\dots$

Two methods:

- Simulated Annealing

- Genetic Algorithms





Subsections

Franz J. Vesely Oct 2005
See also:
"Computational Physics - An Introduction," Kluwer-Plenum 2001