Implementing pure adaptive search for global optimization using Markov chain sampling
A theoretical method known as the Pure Adaptive Search (PAS) has an attractive property: number of iterations to achieve the solution with an error not exceeding the predefined tolerance increases at most linearly with the dimension of the problem. However, the algorithmic implementation of this method is not obvious. The authors analyze the possibility to apply Markov samplers for approximate implementation of PAS. It is shown that the random ball walk is polynomial for solving a convex programming problem with probability at least \(1-\alpha \).
- Pure adaptive search in Monte Carlo optimization
- Pure adaptive search in global optimization
- Pure adaptive search for finite global optimization
- Adaptive search with stochastic acceptance probabilities for global optimization
- Adaptive random search in quasi-Monte Carlo methods for global optimization
- scientific article; zbMATH DE number 1031415
- Stochastic adaptive search for global optimization.
- Adaptive partitioned random search to global optimization
- Pure adaptive search in global optimization
- A direct stochastic algorithm for global search
- Pure adaptive search for finite global optimization
- A Hit‐and‐Run approach for generating scale invariant Small World networks
- Markov modelling and parameterisation of genetic evolutionary test generations
- Generating functions and the performance of backtracking adaptive search
This page was built for publication: Implementing pure adaptive search for global optimization using Markov chain sampling
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5942318)
