Some Remarks on the Optimal Level of Randomization in Global Optimization

Details Some Remarks on the Optimal Level of Randomization in Global Optimization Some Remarks on the Optimal Level of Randomization in Global Optimization

2004-06-06

arxiv.org/abs/math/0406095v1

Randomization Methods in Algorithm Design, DIMACS Series in Discrete Mathematics and Theoretical Computer Science, Vol. 43, Pa

Mathematics

Optimization and Control

16 pages, 8 figures, presented at the DIMACS Workshop on Randomization Methods in Algorithm Design, 1997

Scientific paper

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.

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