Hopping between distant basins
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Publication:2079697
DOI10.1007/S10898-022-01153-ZzbMATH Open1505.65215arXiv2108.05229OpenAlexW3192515703MaRDI QIDQ2079697FDOQ2079697
Maldon Goodridge, John Moriarty, Alessandro Zocca, Jure Vogrinc
Publication date: 30 September 2022
Published in: Journal of Global Optimization (Search for Journal in Brave)
Abstract: We present the Basin Hopping with Skipping (BH-S) algorithm for stochastic optimisation, which replaces the perturbation step of basin hopping (BH) with a so-called skipping proposal from the rare-event sampling literature. Empirical results on benchmark optimisation surfaces demonstrate that BH-S can improve performance relative to BH by encouraging non-local exploration, that is, by hopping between distant basins.
Full work available at URL: https://arxiv.org/abs/2108.05229
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Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)
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