Stochastic optimizationStochastic optimization (SO) methods are optimization methods that generate and use random variables. For stochastic problems, the random variables appear in the formulation of the optimization problem itself, which involves random objective functions or random constraints. Stochastic optimization methods also include methods with random iterates. Some stochastic optimization methods use random iterates to solve stochastic problems, combining both meanings of stochastic optimization.
Global optimizationGlobal optimization is a branch of applied mathematics and numerical analysis that attempts to find the global minima or maxima of a function or a set of functions on a given set. It is usually described as a minimization problem because the maximization of the real-valued function is equivalent to the minimization of the function . Given a possibly nonlinear and non-convex continuous function with the global minima and the set of all global minimizers in , the standard minimization problem can be given as that is, finding and a global minimizer in ; where is a (not necessarily convex) compact set defined by inequalities .
Mathematical optimizationMathematical optimization (alternatively spelled optimisation) or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems arise in all quantitative disciplines from computer science and engineering to operations research and economics, and the development of solution methods has been of interest in mathematics for centuries.
Ant colony optimization algorithmsIn computer science and operations research, the ant colony optimization algorithm (ACO) is a probabilistic technique for solving computational problems which can be reduced to finding good paths through graphs. Artificial ants stand for multi-agent methods inspired by the behavior of real ants. The pheromone-based communication of biological ants is often the predominant paradigm used. Combinations of artificial ants and local search algorithms have become a method of choice for numerous optimization tasks involving some sort of graph, e.
Stochastic gradient descentStochastic gradient descent (often abbreviated SGD) is an iterative method for optimizing an objective function with suitable smoothness properties (e.g. differentiable or subdifferentiable). It can be regarded as a stochastic approximation of gradient descent optimization, since it replaces the actual gradient (calculated from the entire data set) by an estimate thereof (calculated from a randomly selected subset of the data).
Primality testA primality test is an algorithm for determining whether an input number is prime. Among other fields of mathematics, it is used for cryptography. Unlike integer factorization, primality tests do not generally give prime factors, only stating whether the input number is prime or not. Factorization is thought to be a computationally difficult problem, whereas primality testing is comparatively easy (its running time is polynomial in the size of the input).
Computational problemIn theoretical computer science, a computational problem is a problem that may be solved by an algorithm. For example, the problem of factoring "Given a positive integer n, find a nontrivial prime factor of n." is a computational problem. A computational problem can be viewed as a set of instances or cases together with a, possibly empty, set of solutions for every instance/case. For example, in the factoring problem, the instances are the integers n, and solutions are prime numbers p that are the nontrivial prime factors of n.
Euler methodIn mathematics and computational science, the Euler method (also called the forward Euler method) is a first-order numerical procedure for solving ordinary differential equations (ODEs) with a given initial value. It is the most basic explicit method for numerical integration of ordinary differential equations and is the simplest Runge–Kutta method. The Euler method is named after Leonhard Euler, who first proposed it in his book Institutionum calculi integralis (published 1768–1870).
Numerical methods for ordinary differential equationsNumerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations (ODEs). Their use is also known as "numerical integration", although this term can also refer to the computation of integrals. Many differential equations cannot be solved exactly. For practical purposes, however – such as in engineering – a numeric approximation to the solution is often sufficient. The algorithms studied here can be used to compute such an approximation.
Elliptic curve primalityIn mathematics, elliptic curve primality testing techniques, or elliptic curve primality proving (ECPP), are among the quickest and most widely used methods in primality proving. It is an idea put forward by Shafi Goldwasser and Joe Kilian in 1986 and turned into an algorithm by A. O. L. Atkin the same year. The algorithm was altered and improved by several collaborators subsequently, and notably by Atkin and de, in 1993. The concept of using elliptic curves in factorization had been developed by H. W.
