Stochastic Approximation Algorithms with Applications to Particle Swarm Optimization, Adaptive Optimization, and Consensus

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ISBN 13 :
Total Pages : 136 pages
Book Rating : 4.:/5 (942 download)

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Book Synopsis Stochastic Approximation Algorithms with Applications to Particle Swarm Optimization, Adaptive Optimization, and Consensus by : Quan Yuan

Download or read book Stochastic Approximation Algorithms with Applications to Particle Swarm Optimization, Adaptive Optimization, and Consensus written by Quan Yuan and published by . This book was released on 2015 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: (2) The agents compute and communicate at random times. (3) The regime-switching process is modeled as a discrete-time Markov chain with a finite state space. (4) The functions involved are allowed to vary with respect to time hence nonstationarity can be handled. (5) Multi-scale formulation enriches the applicability of the algorithms. In the setup, the switching process contains a rate parameter $\e> 0$ in the transition probability matrix that characterizes how frequently the topology switches. The algorithm uses a step-size $\mu$ that defines how fast the network states are updated. Depending on their relative values, three distinct scenarios emerge. Under suitable conditions, it is shown that a continuous-time interpolation of the iterates converges weakly to a system of randomly switching ordinary differential equations modulated by a continuous-time Markov chain, or to a system of differential equations (an average with respect to certain measure). In addition, a scaled sequence of tracking errors converges to a witching diffusion or a diffusion. Simulation results are presented to demonstrate these findings.

Adaptive Stochastic Optimization Techniques with Applications

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Publisher : CRC Press
ISBN 13 : 1439829799
Total Pages : 443 pages
Book Rating : 4.4/5 (398 download)

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Book Synopsis Adaptive Stochastic Optimization Techniques with Applications by : James A. Momoh

Download or read book Adaptive Stochastic Optimization Techniques with Applications written by James A. Momoh and published by CRC Press. This book was released on 2015-12-02 with total page 443 pages. Available in PDF, EPUB and Kindle. Book excerpt: Adaptive Stochastic Optimization Techniques with Applications provides a single, convenient source for state-of-the-art information on optimization techniques used to solve problems with adaptive, dynamic, and stochastic features. Presenting modern advances in static and dynamic optimization, decision analysis, intelligent systems, evolutionary pro

Stochastic Approximation and Recursive Algorithms and Applications

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Publisher : Springer
ISBN 13 : 9781441918475
Total Pages : 0 pages
Book Rating : 4.9/5 (184 download)

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Book Synopsis Stochastic Approximation and Recursive Algorithms and Applications by : Harold Kushner

Download or read book Stochastic Approximation and Recursive Algorithms and Applications written by Harold Kushner and published by Springer. This book was released on 2010-11-24 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as well as more detailed discussion.

Stochastic Approximation and Its Applications

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Publisher : Springer Science & Business Media
ISBN 13 : 9781402008061
Total Pages : 384 pages
Book Rating : 4.0/5 (8 download)

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Book Synopsis Stochastic Approximation and Its Applications by : Hanfu Chen

Download or read book Stochastic Approximation and Its Applications written by Hanfu Chen and published by Springer Science & Business Media. This book was released on 2002-08-31 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Estimating unknown parameters based on observation data conta- ing information about the parameters is ubiquitous in diverse areas of both theory and application. For example, in system identification the unknown system coefficients are estimated on the basis of input-output data of the control system; in adaptive control systems the adaptive control gain should be defined based on observation data in such a way that the gain asymptotically tends to the optimal one; in blind ch- nel identification the channel coefficients are estimated using the output data obtained at the receiver; in signal processing the optimal weighting matrix is estimated on the basis of observations; in pattern classifi- tion the parameters specifying the partition hyperplane are searched by learning, and more examples may be added to this list. All these parameter estimation problems can be transformed to a root-seeking problem for an unknown function. To see this, let - note the observation at time i. e. , the information available about the unknown parameters at time It can be assumed that the parameter under estimation denoted by is a root of some unknown function This is not a restriction, because, for example, may serve as such a function.

Adaptive Algorithms and Stochastic Approximations

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Publisher : Springer Science & Business Media
ISBN 13 : 3642758940
Total Pages : 373 pages
Book Rating : 4.6/5 (427 download)

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Book Synopsis Adaptive Algorithms and Stochastic Approximations by : Albert Benveniste

Download or read book Adaptive Algorithms and Stochastic Approximations written by Albert Benveniste and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive control, to pattern recognition and machine intelligence: adaptation is now recognised as keystone of "intelligence" within computerised systems. These diverse areas echo the classes of models which conveniently describe each corresponding system. Thus although there can hardly be a "general theory of adaptive systems" encompassing both the modelling task and the design of the adaptation procedure, nevertheless, these diverse issues have a major common component: namely the use of adaptive algorithms, also known as stochastic approximations in the mathematical statistics literature, that is to say the adaptation procedure (once all modelling problems have been resolved). The juxtaposition of these two expressions in the title reflects the ambition of the authors to produce a reference work, both for engineers who use these adaptive algorithms and for probabilists or statisticians who would like to study stochastic approximations in terms of problems arising from real applications. Hence the book is organised in two parts, the first one user-oriented, and the second providing the mathematical foundations to support the practice described in the first part. The book covers the topcis of convergence, convergence rate, permanent adaptation and tracking, change detection, and is illustrated by various realistic applications originating from these areas of applications.

Stochastic Recursive Algorithms for Optimization

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Publisher : Springer
ISBN 13 : 1447142853
Total Pages : 310 pages
Book Rating : 4.4/5 (471 download)

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Book Synopsis Stochastic Recursive Algorithms for Optimization by : S. Bhatnagar

Download or read book Stochastic Recursive Algorithms for Optimization written by S. Bhatnagar and published by Springer. This book was released on 2012-08-11 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient perturbation approaches form a thread unifying all the algorithms considered. Simultaneous perturbation stochastic approximation and smooth fractional estimators for gradient- and Hessian-based methods are presented. These algorithms: • are easily implemented; • do not require an explicit system model; and • work with real or simulated data. Chapters on their application in service systems, vehicular traffic control and communications networks illustrate this point. The book is self-contained with necessary mathematical results placed in an appendix. The text provides easy-to-use, off-the-shelf algorithms that are given detailed mathematical treatment so the material presented will be of significant interest to practitioners, academic researchers and graduate students alike. The breadth of applications makes the book appropriate for reader from similarly diverse backgrounds: workers in relevant areas of computer science, control engineering, management science, applied mathematics, industrial engineering and operations research will find the content of value.

Stochastic Algorithms: Foundations and Applications

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Publisher : Springer
ISBN 13 : 3642049443
Total Pages : 230 pages
Book Rating : 4.6/5 (42 download)

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Book Synopsis Stochastic Algorithms: Foundations and Applications by : Osamu Watanabe

Download or read book Stochastic Algorithms: Foundations and Applications written by Osamu Watanabe and published by Springer. This book was released on 2009-09-30 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 5th International Symposium on Stochastic Algorithms, Foundations and Applications, SAGA 2009, held in Sapporo, Japan, in October 2009. The 15 revised full papers presented together with 2 invited papers were carefully reviewed and selected from 22 submissions. The papers are organized in topical sections on learning, graphs, testing, optimization and caching, as well as stochastic algorithms in bioinformatics.

Particle Swarm Optimization

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Publisher : BoD – Books on Demand
ISBN 13 : 9537619486
Total Pages : 490 pages
Book Rating : 4.5/5 (376 download)

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Book Synopsis Particle Swarm Optimization by : Alex Lazinica

Download or read book Particle Swarm Optimization written by Alex Lazinica and published by BoD – Books on Demand. This book was released on 2009-01-01 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt: Particle swarm optimization (PSO) is a population based stochastic optimization technique influenced by the social behavior of bird flocking or fish schooling.PSO shares many similarities with evolutionary computation techniques such as Genetic Algorithms (GA). The system is initialized with a population of random solutions and searches for optima by updating generations. However, unlike GA, PSO has no evolution operators such as crossover and mutation. In PSO, the potential solutions, called particles, fly through the problem space by following the current optimum particles. This book represents the contributions of the top researchers in this field and will serve as a valuable tool for professionals in this interdisciplinary field.

Particle Swarm Optimization and Intelligence: Advances and Applications

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Publisher : IGI Global
ISBN 13 : 1615206671
Total Pages : 328 pages
Book Rating : 4.6/5 (152 download)

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Book Synopsis Particle Swarm Optimization and Intelligence: Advances and Applications by : Parsopoulos, Konstantinos E.

Download or read book Particle Swarm Optimization and Intelligence: Advances and Applications written by Parsopoulos, Konstantinos E. and published by IGI Global. This book was released on 2010-01-31 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book presents the most recent and established developments of Particle swarm optimization (PSO) within a unified framework by noted researchers in the field"--Provided by publisher.

Particle Swarm Optimization

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Publisher : John Wiley & Sons
ISBN 13 : 111861397X
Total Pages : 182 pages
Book Rating : 4.1/5 (186 download)

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Book Synopsis Particle Swarm Optimization by : Maurice Clerc

Download or read book Particle Swarm Optimization written by Maurice Clerc and published by John Wiley & Sons. This book was released on 2013-03-04 with total page 182 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book devoted entirely to Particle Swarm Optimization (PSO), which is a non-specific algorithm, similar to evolutionary algorithms, such as taboo search and ant colonies. Since its original development in 1995, PSO has mainly been applied to continuous-discrete heterogeneous strongly non-linear numerical optimization and it is thus used almost everywhere in the world. Its convergence rate also makes it a preferred tool in dynamic optimization.

Active Particles, Volume 3

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Publisher : Springer Nature
ISBN 13 : 3030933024
Total Pages : 230 pages
Book Rating : 4.0/5 (39 download)

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Book Synopsis Active Particles, Volume 3 by : Nicola Bellomo

Download or read book Active Particles, Volume 3 written by Nicola Bellomo and published by Springer Nature. This book was released on 2022-03-28 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited volume collects six surveys that present state-of-the-art results on modeling, qualitative analysis, and simulation of active matter, focusing on specific applications in the natural sciences. Following the previously published Active Particles volumes, these chapters are written by leading experts in the field and reflect the diversity of subject matter in theory and applications within an interdisciplinary framework. Topics covered include: Variability and heterogeneity in natural swarms Multiscale aspects of the dynamics of human crowds Mathematical modeling of cell collective motion triggered by self-generated gradients Clustering dynamics on graphs Random Batch Methods for classical and quantum interacting particle systems The consensus-based global optimization algorithm and its recent variants Mathematicians and other members of the scientific community interested in active matter and its many applications will find this volume to be a timely, authoritative, and valuable resource.

Particle Swarm Optimization with Applications

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Publisher : BoD – Books on Demand
ISBN 13 : 1789231485
Total Pages : 112 pages
Book Rating : 4.7/5 (892 download)

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Book Synopsis Particle Swarm Optimization with Applications by : Pakize Erdogmus

Download or read book Particle Swarm Optimization with Applications written by Pakize Erdogmus and published by BoD – Books on Demand. This book was released on 2018-05-30 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended to gather recent studies on particle swarm optimization (PSO). In this book, readers can find the recent theoretical developments and applications on PSO algorithm. From the theoretical aspect, PSO has preserved its popularity because of the fast convergence rate, and a lot of hybrid algorithms have recently been developed in order to increase the performance of the algorithm. At the same time, PSO has also been used to solve different kinds of engineering optimization problems. In this book, a reader can find engineering applications of PSO, such as environmental economic dispatch and grid computing.

Particle Swarm Optimisation

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Publisher : CRC Press
ISBN 13 : 1439835772
Total Pages : 419 pages
Book Rating : 4.4/5 (398 download)

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Book Synopsis Particle Swarm Optimisation by : Jun Sun

Download or read book Particle Swarm Optimisation written by Jun Sun and published by CRC Press. This book was released on 2016-04-19 with total page 419 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although the particle swarm optimisation (PSO) algorithm requires relatively few parameters and is computationally simple and easy to implement, it is not a globally convergent algorithm. In Particle Swarm Optimisation: Classical and Quantum Perspectives, the authors introduce their concept of quantum-behaved particles inspired by quantum mechanics, which leads to the quantum-behaved particle swarm optimisation (QPSO) algorithm. This globally convergent algorithm has fewer parameters, a faster convergence rate, and stronger searchability for complex problems. The book presents the concepts of optimisation problems as well as random search methods for optimisation before discussing the principles of the PSO algorithm. Examples illustrate how the PSO algorithm solves optimisation problems. The authors also analyse the reasons behind the shortcomings of the PSO algorithm. Moving on to the QPSO algorithm, the authors give a thorough overview of the literature on QPSO, describe the fundamental model for the QPSO algorithm, and explore applications of the algorithm to solve typical optimisation problems. They also discuss some advanced theoretical topics, including the behaviour of individual particles, global convergence, computational complexity, convergence rate, and parameter selection. The text closes with coverage of several real-world applications, including inverse problems, optimal design of digital filters, economic dispatch problems, biological multiple sequence alignment, and image processing. MATLAB®, Fortran, and C++ source codes for the main algorithms are provided on an accompanying downloadable resources. Helping you numerically solve optimisation problems, this book focuses on the fundamental principles and applications of PSO and QPSO algorithms. It not only explains how to use the algorithms, but also covers advanced topics that establish the groundwork for understanding.

Stochastic Algorithms: Foundations and Applications

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Publisher : Springer
ISBN 13 : 3540322450
Total Pages : 247 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Stochastic Algorithms: Foundations and Applications by : Oleg B. Lupanov

Download or read book Stochastic Algorithms: Foundations and Applications written by Oleg B. Lupanov and published by Springer. This book was released on 2005-11-03 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the Third International Symposium on Stochastic Algorithms: Foundations and Applications, SAGA 2005, held in Moscow, Russia in October 2005. The 14 revised full papers presented together with 5 invited papers were carefully reviewed and selected for inclusion in the book. The contributed papers included in this volume cover both theoretical as well as applied aspects of stochastic computations whith a special focus on new algorithmic ideas involving stochastic decisions and the design and evaluation of stochastic algorithms within realistic scenarios.

Swarm Intelligence Based Optimization

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Publisher : Springer
ISBN 13 : 3319129708
Total Pages : 202 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Swarm Intelligence Based Optimization by : Patrick Siarry

Download or read book Swarm Intelligence Based Optimization written by Patrick Siarry and published by Springer. This book was released on 2014-11-27 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed post-conference proceedings of the 1st International Conference on Swarm Intelligence Based Optimization, ICSIBO 2014, held in Mulhouse, France, in May 2014. The 20 full papers presented were carefully reviewed and selected from 48 submissions. Topics of interest presented and discussed in the conference focuses on the theoretical progress of swarm intelligence metaheuristics and their applications in areas such as: theoretical advances of swarm intelligence metaheuristics, combinatorial, discrete, binary, constrained, multi-objective, multi-modal, dynamic, noisy, and large-scale optimization, artificial immune systems, particle swarms, ant colony, bacterial foraging, artificial bees, fireflies algorithm, hybridization of algorithms, parallel/distributed computing, machine learning, data mining, data clustering, decision making and multi-agent systems based on swarm intelligence principles, adaptation and applications of swarm intelligence principles to real world problems in various domains.

Stochastic Algorithms: Foundations and Applications

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Publisher : Springer
ISBN 13 : 3540748717
Total Pages : 175 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis Stochastic Algorithms: Foundations and Applications by : Juraj Hromkovič

Download or read book Stochastic Algorithms: Foundations and Applications written by Juraj Hromkovič and published by Springer. This book was released on 2007-08-29 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 4th International Symposium on Stochastic Algorithms: Foundations and Applications, SAGA 2007. The nine revised full papers and five invited papers presented were carefully selected for inclusion in the book. The contributed papers included in this volume cover both theoretical as well as applied aspects of stochastic computations with a special focus on investigating the power of randomization in algorithmics.

Stochastic Approximation Algorithms and Applications

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Publisher :
ISBN 13 : 9781489926982
Total Pages : 417 pages
Book Rating : 4.9/5 (269 download)

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Book Synopsis Stochastic Approximation Algorithms and Applications by :

Download or read book Stochastic Approximation Algorithms and Applications written by and published by . This book was released on 1997 with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt: There is a thorough treatment of rate of convergence, iterate averaging, high-dimensional problems, ergodic cost problems, stability methods for correlated noise, and decentralized and asynchronous algorithms.