scispace - formally typeset
L

Lester Ingber

Researcher at Chicago Mercantile Exchange

Publications -  264
Citations -  10863

Lester Ingber is an academic researcher from Chicago Mercantile Exchange. The author has contributed to research in topics: Adaptive simulated annealing & Statistical mechanics. The author has an hindex of 48, co-authored 263 publications receiving 10642 citations. Previous affiliations of Lester Ingber include University of California, Berkeley & California Institute of Technology.

Papers
More filters
Journal ArticleDOI

Very fast simulated re-annealing

TL;DR: An algorithm is developed to statistically find the best global fit of a nonlinear nonconvex cost-function over a D-dimensional space and it is argued that this algorithm permits an annealing schedule for ''temperature'' T decreasing exponentially in annealed-time k, T = T"0exp(-ck^1^/^D).
Journal ArticleDOI

Simulated annealing: Practice versus theory

TL;DR: Using the author's Adaptive Simulated Annealing (ASA) code, some examples are given which demonstrate how SQ can be much faster than SA without sacrificing accuracy.
Posted Content

Simulated annealing: Practice versus theory

Lester Ingber
TL;DR: In this article, the authors used Adaptive Simulated Annealing (ASA) code to demonstrate how simulated quenching (SQ) can be much faster than SA without sacrificing accuracy.
Posted Content

Adaptive simulated annealing (ASA): Lessons learned

TL;DR: Adaptive simulated annealing (ASA) as mentioned in this paper is a global optimization algorithm based on an associated proof that the parameter space can be sampled much more ef ficiently than by using other previous SA algorithms.
Journal ArticleDOI

Genetic Algorithms and Very Fast Simulated Reannealing: A comparison

TL;DR: This work compares Genetic Algorithms with a functional search method, Very Fast Simulated Reannealing (VFSR), that not only is efficient in its search strategy, but also is statistically guaranteed to find the function optima.