Unit 3: Beyond Local Optima
March 10: Stochastic Methods
Contents:
- Noisy Descent
- Mesh Adaptive Direct Search
- Simulated Annealing
- Cross-Entropy Method
- Natural Evolution Strategies
- Covariance Matrix Adaptation
Resources:
-
Chapter 8 and Appendix of [KW]
March 11: Exercise Session 5 on Direct Methods and Stochastic Methods
March 17: Population Methods and Sampling Plans
Population Methods:
- Initialization
- Genetic Algorithms
- Differential Evolution
- Particle Swarm Optimization
- Hybrid Methods
Resources:
-
Chapter 9 and Appendix of [KW]
Sampling Plans
- Full Factorial
- Random Sampling
- Uniform Projection Plans
- Stratified Sampling
- Space-Filling Metrics
- Space-Filling Subsets
- Quasi-Random Sequences
Resources:
- Slides
- Chapter 13 of [KW]