Gaussian Mixture Model-based Random Search for continuous Optimization via simulation.
Wenjie SunZhaolin HuL. Jeff HongPublished in: WSC (2018)
Keyphrases
- gaussian mixture
- random search
- continuous optimization
- simulated annealing
- gaussian mixture model
- metaheuristic
- optimization methods
- probability density function
- search space
- parameter optimization
- em algorithm
- closed form
- genetic algorithm
- covariance matrix
- density estimation
- expectation maximization
- mixture model
- genetic algorithm ga
- neural network
- optimization strategy
- evolutionary algorithm
- optimization algorithm
- higher order
- optimization method
- high dimensional
- objective function
- feature selection