Stochastic search and optimization in matlab

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 NameSize
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