Backtracking adaptive search : the distribution of the number of iterations to convergence | Macquarie University ResearchOnline

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Title: Backtracking adaptive search : the distribution of the number of iterations to convergence
Related: Journal of optimization theory and applications, Vol. 128, Issue 3, p.547-562
DOI: 10.1007/s10957-006-9040-9
Publisher: Springer Science
Date: 2006
Author/Creator: Wood, G. R
Author/Creator: Bulger, D. W
Author/Creator: Baritompa, W. P
Author/Creator: Alexander, D. L. J
Description: Backtracking adaptive search is a simplified stochastic optimiza-tion procedure which permits the acceptance of worsening objective function values. It generalizes the hesitant adaptive search, which in turn is a gener-alization of the pure adaptive search. In this paper, we use ideas from the theory of stochastic processes to determine the full distribution of the number of iterations to convergence for the backtracking adaptive search.
Description: 16 page(s)
Subject Keyword: adaptive search
Subject Keyword: convergence rates
Subject Keyword: global optimization
Subject Keyword: point processes
Subject Keyword: simulated annealing
Resource Type: journal article
Organisation: Macquarie University. Dept. of Statistics

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