Hesitant adaptive search: the distribution of the number of iterations to convergence

被引:14
作者
Wood, GR [1 ]
Zabinsky, ZB
Kristinsdottir, BP
机构
[1] Massey Univ, Inst Informat Sci & Technol, Palmerston North, New Zealand
[2] Univ Washington, Ind Engn Program, Seattle, WA 98195 USA
关键词
global optimisation; adaptive search; simulated annealing; point process; convergence rate;
D O I
10.1007/PL00011410
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
Hesitant adaptive search is a stochastic optimisation procedure which accommodates hesitation, or pausing, at objective function values. It lies between pure adaptive starch (which strictly improves at each iteration) and simulated annealing with constant temperature (which allows backtracking, or the acceptance of worse function values). In this paper we build on an earlier work and make two contributions; first, we link hesitant adaptive search to standard counting process theory, and second, we use this to derive the exact distribution of the number of iterations of hesitant adaptive search to termination.
引用
收藏
页码:479 / 486
页数:8
相关论文
共 11 条
[1]  
Bartle R.G., 1982, INTRO REAL ANAL
[2]   CONVERGENCE THEOREMS FOR A CLASS OF SIMULATED ANNEALING ALGORITHMS ON R(D) [J].
BELISLE, CJP .
JOURNAL OF APPLIED PROBABILITY, 1992, 29 (04) :885-895
[3]   Hesitant adaptive search for global optimisation [J].
Bulger, DW ;
Wood, GR .
MATHEMATICAL PROGRAMMING, 1998, 81 (01) :89-102
[4]  
HARRIS B, 1966, THEORY PROBABILITY
[5]  
Kingman J. F. C., 1993, POISSON PROCESSES
[7]  
PATEL NR, 1988, MATH PROGRAM, V43, P317
[8]   Cycle decompositions and simulated annealing [J].
Trouve, A .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1996, 34 (03) :966-986
[9]   PURE ADAPTIVE SEARCH IN GLOBAL OPTIMIZATION [J].
ZABINSKY, ZB ;
SMITH, RL .
MATHEMATICAL PROGRAMMING, 1992, 53 (03) :323-338
[10]   PURE ADAPTIVE SEARCH FOR FINITE GLOBAL OPTIMIZATION [J].
ZABINSKY, ZB ;
WOOD, GR ;
STEEL, MA ;
BARITOMPA, WP .
MATHEMATICAL PROGRAMMING, 1995, 69 (03) :443-448