The following Matlab project contains the source code and Matlab examples used for stochastic search and optimization.
Introduction to Stochastic Search and Optimization is an overview of the principles, algorithms, and practical aspects of stochastic optimization, including applications drawn from engineering, statistics, and computer science.
The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.
Project Files:
| File Name | Size |
|---|---|
| basicRM_SA.m | 637 |
| bit2num.m | 382 |
| FDSA.m | 2370 |
| fitpop.m | 416 |
| GAbit_roulette.m | 9325 |
| GAbit_tourney.m | 9612 |
| gainsFDSA.m | 1735 |
| gainsSPSA.m | 2282 |
| GAmean_distance.m | 741 |
| GAreal_tourney.m | 7402 |
| globspsa.m | 1892 |
| iterate_avg.m | 2584 |
| num2bit.m | 508 |
| randsrchA.m | 1202 |
| randsrchABC.m | 3214 |
| randsrchB_noise.m | 2971 |
| simannel.m | 2116 |
| spsa_basic_constrained.m | 2198 |
| spsa_withoptions.m | 3786 |
| SPvsFD.m | 2996 |
| twoSGconstrained.m | 8137 |
| twospsaconstrained.m | 8274 |
