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Title: Hesitant adaptive search: the distribution of the number of iterations to convergence
Related: Mathematical programming, Vol. 89, Issue 3, p. 479-486
DOI: 10.1007/PL00011410
Publisher: Springer
Date: 2001
Author/Creator: Wood, G. R
Author/Creator: Zabinsky, Z. B
Author/Creator: Kristinsdottir, B. P
Description: Hesitant adaptive search is a stochastic optimisation procedure which accommodates hesitation, or pausing, at objective function values. It lies between pure adaptive search (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.
Description: 8 page(s)
Subject Keyword: global optimisation
Subject Keyword: adaptive search
Subject Keyword: simulated annealing
Subject Keyword: point process
Subject Keyword: convergence rate
Resource Type: journal article
Organisation: Macquarie University. Dept. of Statistics

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