Hesitant adaptive search for global optimisation

Hesitant adaptive search for global optimisation

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Article ID: iaor19992651
Country: Netherlands
Volume: 81
Issue: 1
Start Page Number: 89
End Page Number: 102
Publication Date: Mar 1998
Journal: Mathematical Programming
Authors: ,
Abstract:

Pure adaptive search is a stochastic algorithm which has been analysed in distinct ways for finite and continuous global optimisation. In this paper, motivated by the behaviour of practical algorithms such as simulated annealing, we extend these ideas. We present a unified theory which yields both the finite and continuous results for pure adaptive search. At the same time, we allow our extended algorithm to ‘hesitate’ before improvement continues. Results are obtained for the expected number of iterations to convergence for such an algorithm.

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