Some remarks on the optimal level of randomization in global optimization. (English) Zbl 0913.90246
Pardalos, Panos (ed.) et al., Randomization methods in algorithm design. DIMACS workshop, Princeton Univ., NJ, USA, December 12–14, 1997. Providence, RI: AMS, American Mathematical Society. DIMACS, Ser. Discrete Math. Theor. Comput. Sci. 43, 303-318 (1999).
Summary: For a class of stochastic restart algorithms we address the effect of a nonzero level of randomization in maximizing the convergence rate for general energy landscapes. The resulting characterization of the optimal level of randomization is investigated computationally for random as well as parametric families of rugged energy landscapes.
For the entire collection see [Zbl 0903.00055].
For the entire collection see [Zbl 0903.00055].
MSC:
| 90C30 | Nonlinear programming |
| 49J55 | Existence of optimal solutions to problems involving randomness |
| 60G40 | Stopping times; optimal stopping problems; gambling theory |
| 93E99 | Stochastic systems and control |
