Stochastic Optimization / Scientific Computation (PDF)

From the reviews:

"The book is devoted to stochastic global optimization methods. … The book is primarily addressed to scientists and students from the physical and engineering sciences but may also be useful to a larger community interested in stochastic methods of global optimization." (A. H. Žilinskas, Mathematical Reviews, Issue 2007 i)

"This book provides a rich collection of stochastic optimization algorithms and heuristics that cope with optimization issues. … In summary, this is a good book on stochastic optimization. It is important book of any engineering library or laboratory. In my opinion, this book may be used as a quick reference for sophisticated scholars, or as an introductory book for students who are interested in an overview of the state-of-the-art mechanisms in this field." (Wei Yen, Computing Reviews, December, 2007)

"This book presents a compendium of Stochastic Optimisation concerned with the use of heuristics mainly including Markov Chain Monte Carlo methods. It is divided into 3 parts. … 216 references are listed. They cover the main existing results in the theme. I consider that an outstanding feature of the book is its successful synthesis of giving in an ‘altogether’ curve information needed for being comfortable with the realms of heuristic algorithms. I warmly recommended it for specialists working in optimization." (Carlos Narciso Bouza Herrera, Zentralblatt MATH, Vol. 1116 (18), 2007)