Publication detail

Stochastic optimization algorithm with probability vector

POHL, J. JIRSÍK, V. HONZÍK, P.

Original Title

Stochastic optimization algorithm with probability vector

Type

journal article - other

Language

English

Original Abstract

It is introduced in the paper the newly developed optimization method the Stochastic Optimization Algorithm with Probability Vector (PSV). It is related to Stochastic Learning Algorithm with Probability Vector for artificial neural networks. Both algorithms are inspired by stochastic iterated function system SIFS for generating the statistically self similar fractals. The PSV is gradient method where the direction of individual future movement from the population is based stochastically. PSV was tested on mathematical function minimization and on the travelling sales man problem.

Keywords

Stochastic, Optimization Algorithm, PSV, SIFS, Random Walk, Traveling Salesman Problem

Authors

POHL, J.; JIRSÍK, V.; HONZÍK, P.

RIV year

2010

Released

1. 7. 2010

Publisher

WSEAS Press

Location

Bukurešť

ISBN

1790-0832

Periodical

WSEAS Transactions on Information Science and Applications

Year of study

7

Number

7

State

Hellenic Republic

Pages from

975

Pages to

984

Pages count

5

BibTex

@article{BUT50466,
  author="Jan {Pohl} and Václav {Jirsík} and Petr {Honzík}",
  title="Stochastic optimization algorithm with probability vector",
  journal="WSEAS Transactions on Information Science and Applications",
  year="2010",
  volume="7",
  number="7",
  pages="975--984",
  issn="1790-0832"
}