Some Remarks on the Optimal Level of Randomization in Global Optimization
Fuente:
arXiv
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| Format: | Preprint |
| Published: |
2004
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| _version_ | 1866909853482483712 |
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| author | Theodosopoulos, Ted |
| author_facet | Theodosopoulos, Ted |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_math_0406095 |
| institution | arXiv |
| publishDate | 2004 |
| record_format | arxiv |
| spellingShingle | Some Remarks on the Optimal Level of Randomization in Global Optimization Theodosopoulos, Ted Optimization and Control Numerical Analysis Probability 65C40; 68W20; 90C26 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. |
| title | Some Remarks on the Optimal Level of Randomization in Global Optimization |
| topic | Optimization and Control Numerical Analysis Probability 65C40; 68W20; 90C26 |
| url | https://arxiv.org/abs/math/0406095 |