Electromagnetism-like mechanism algorithm for solving stochastic optimization problems based on function network
Fang Xua · Information technology newsletter · 2014
This paper investigates a kind of uncertainty optimization problems with stochastic variables. First it uses stochastic simulation to generate training samples,then uses function networks to construct a deterministic function to approximate the expected value of an uncertain function. At last, electromagnetism-like mechanism( EM) algorithm is used to optimize the deterministic function. In the end of this paper,some numerical examples are presented to illustrate the effectiveness of the proposed algorithm.