From Quantitative Politics

Contents 1 Topic Page on Optimization 1.1 Sources of Research Papers 1.2 Key Researchers 1.3 Optimization Software 1.4 Global Optimization Techniques 1.5 Key Concepts

[edit] Topic Page on Optimization

Optimization techniques for computational political science

[edit] Sources of Research Papers

• Optimization Online -- Repository of E-Prints http://www.optimization-online.org/
• Journal of Global Optimization http://portal.acm.org/toc.cfm?id=J844

[edit] Key Researchers

• Long List of Researchers http://www.ici.ro/camo/people.htm
• Tibor Csendes http://www.inf.u-szeged.hu/~csendes/, "Global" Algorithm & Package
• Romania's Center for Advanced Modeling and Optimization http://www.ici.ro/camo/
• University of Vienna Computational Mathematics Group http://www.mat.univie.ac.at/~neum/cma.html
  • Arnold Neumaier
  • Waltraud Huyer
  • Hermann Schichl
• At University of Maryland
  • John Rust, Numerical Dynamic Programming
  • Saul Gass (Emeritus) http://www.rhsmith.umd.edu/dit/faculty/gass.html
  • UMD's Design Decision Support Lab (DDSL) http://ddsl.umd.edu/

[edit] Optimization Software

• Software
  • Reviews and Lists of
  • Global Opt Software http://www.mat.univie.ac.at/~neum/glopt/software_g.html
  • An old (1998) list "Continuous Global Optimization Software: A Brief Review" by János D. Pintér, 1996 http://plato.la.asu.edu/gom.html
  • Multi-Objective Optimization Packages http://www.ici.ro/camo/mobj.htm
• Downloadables
  • JGAP Java Genetic Algorithms Package, http://jgap.sourceforge.net/
  • Java Contraint Kit (looks like Network or Search Opt, not global generic opt) http://www.pms.ifi.lmu.de/software/jack/docu/jase.html
  • http://sourceforge.net/projects/j-a-g-a/
  • http://www.aridolan.com/ga/gaa/gaa.html GA playground. Will not run under >= 1.4
• Review of GA Packages [of GA Packages]

[edit] Global Optimization Techniques

• Introductions, Summaries of Global Optimization Techniques

• • Two Recent Global Optimization Review Articles
    • Khompatraporn, Charoenchai et al. "Comparative Assessment of Algorithms and Software for Global Optimization" Journal of Global Optimization 31: 4 (April 2005) http://portal.acm.org/citation.cfm?id=1071335&coll=GUIDE&dl=GUIDE&CFID=18277826&CFTOKEN=81336107 *** Ali, M. Montaz et al. "A Numerical Evaluation of Several Stochastic Algorithms on Selected Continuous Global Optimization Test Problems" Journal of Global Optimization 31: 4 (April 2005) http://portal.acm.org/citation.cfm?id=1071336&coll=GUIDE&dl=GUIDE&CFID=18277826&CFTOKEN=81336107

• • Simulation Optimization
    • April, Jay et al. "Simulation-based optimization: practical introduction to simulation optimization" WSC '03: Proceedings of the 35th conference on Winter simulation http://portal.acm.org/citation.cfm?id=1030830 [file:1631859]
    • Fu, Michael et al. "SIMULATION OPTIMIZATION: A REVIEW, NEW DEVELOPMENTS, AND APPLICATIONS" Proceedings of the 2005 Winter simulation Conference http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1574242 [file:1630837] NOTE: Michael Fu is at UMD, Business School

• • Agent-based model Optimization
    • Glover, F and Kochenberger, G. "Metaheuristic Agent Processes (MAPs)." MIC2003: The Fifth Metaheuristics International Conference. http://143.129.203.3/eume/MIC2003/pdf/MIC03_P2.pdf [file:1632536]
    • Gilli, M. and Winker, P. 2003. A global optimization heuristic for estimating agent based models. Comput. Stat. Data Anal. 42, 3 (Mar. 2003), 299-312. DOI= http://dx.doi.org/10.1016/S0167-9473(02)00214-1

• • Sandia National Lab's (1997) review of techniques: http://www.cs.sandia.gov/opt/survey/

• • Arnold Neumaier's archive of information
    • Portal-Site on Global Optimization http://www.mat.univie.ac.at/~neum/glopt.html "comprehensive archive of online information on (almost exclusively non-commercial) global optimization, and somewhat less comprehensive on local optimization, collected by Arnold Neumaier"
    • Neumaier's Introduction to Global Optimization Techniques http://www.mat.univie.ac.at/~neum/glopt/techniques.html
    • A 90 Page review of the state of the art (2003) in Global opt, focused on Complete Algorithms http://www.mat.univie.ac.at/~neum/ms/glopt03.pdf
    • (Vienna Group) Huyer, Waltraud "A comparison of some algorithms for bound constrained global optimization" A very short comparison test between global opt algorithms [file:1625816]

• • Wikipedia's General Introduction to Global Optimization: http://en.wikipedia.org/wiki/Global_optimization

• Discussion of Particular Techniques
  • Simulated Annealing
  • Hill Climbing
  • Genetic Algorithms
    • http://en.wikipedia.org/wiki/Genetic_algorithms

[edit] Key Concepts