PURE ADAPTIVE SEARCH FOR FINITE GLOBAL OPTIMIZATION

Citation
Zb. Zabinsky et al., PURE ADAPTIVE SEARCH FOR FINITE GLOBAL OPTIMIZATION, Mathematical programming, 69(3), 1995, pp. 443-448
Citations number
6
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
Journal title
ISSN journal
00255610
Volume
69
Issue
3
Year of publication
1995
Pages
443 - 448
Database
ISI
SICI code
0025-5610(1995)69:3<443:PASFFG>2.0.ZU;2-S
Abstract
Pure Adaptive Search is a stochastic algorithm which has been analyzed for continuous global optimization. When a uniform distribution is us ed in PAS, it has been shown to have complexity which is linear in dim ension, We define strong and weak variations of PAS in the setting of finite global optimization and prove analogous results. Ln particular, for the n-dimensional lattice (1,...,k)(n), the expected number of it erations to find the global optimum is linear in n. Many discrete comb inatorial optimization problems, although having intractably large dom ains, have quite small ranges. The strong version of PAS for all probl ems, and the weak version of PAS for a limited class of problems, has complexity the order of the size of the range.