Unit 3: Beyond Local Optima
March 10: Lecture 8 — Stochastic Methods
Contents:
- Noisy Descent
- Mesh Adaptive Direct Search
- Simulated Annealing
- Cross-Entropy Method
- Natural Evolution Strategies
- Covariance Matrix Adaptation
Resources:
- Slides
- Chapter 8 and Appendix of [KW]
March 10: Lecture 9 — Population Methods
Contents:
- Initialization
- Genetic Algorithms
- Differential Evolution
- Particle Swarm Optimization
- Firefly Algorithm
- Cuckoo Search
- Hybrid Methods
Resources:
- Slides
- Chapter 9 and Appendix of [KW]